+591.4%
MTSI vs VTRS
-48.4%
+639.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.3% |
| 7D | +11.1% | -3.5% | +14.5% | +12.3% |
| 30D | -3.7% | +2.1% | -5.8% | -4.4% |
| 3M | -20.2% | +2.6% | -22.9% | -21.8% |
| 6M | +30.8% | +17.8% | +13.0% | +22.6% |
| YTD | +67.0% | +35.7% | +31.4% | +49.5% |
| 1Y | +120.4% | +63.5% | +57.0% | +84.3% |
| 3Y | +260.4% | +85.1% | +175.3% | +181.1% |
| 5Y | +356.3% | +42.5% | +313.8% | +274.4% |
| All | +591.4% | -48.4% | +639.8% | +609.7% |
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