+468.8%
MTSI vs VTRS
-30.6%
+499.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.8% |
| 7D | +10.0% | +4.6% | +5.4% | +8.5% |
| 30D | -20.3% | +19.4% | -39.7% | -24.7% |
| 3M | -24.4% | +30.8% | -55.2% | -30.7% |
| 6M | -39.2% | +21.6% | -60.8% | -43.5% |
| YTD | +35.5% | +71.2% | -35.7% | +12.3% |
| 1Y | +43.0% | +97.6% | -54.6% | +13.1% |
| 3Y | +196.3% | +163.9% | +32.4% | +105.1% |
| 5Y | +210.0% | +82.1% | +127.9% | +134.8% |
| All | +468.8% | -30.6% | +499.4% | +467.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling