+340.3%
MTSI vs VTRS
+40.7%
+299.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.6% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | -11.6% | +1.9% | -13.4% | -12.0% |
| 3M | -24.1% | +5.1% | -29.1% | -25.9% |
| 6M | +32.4% | +20.1% | +12.4% | +24.2% |
| YTD | +60.4% | +36.6% | +23.9% | +45.2% |
| 1Y | +111.0% | +64.1% | +46.9% | +80.3% |
| 3Y | +246.1% | +86.4% | +159.8% | +176.1% |
| 5Y | +340.3% | +40.9% | +299.4% | +256.6% |
| All | +340.3% | +40.7% | +299.6% | +256.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling