+1,208.8%
MTSI vs VTRS
-7.7%
+1,216.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | +1.4% | +3.3% | -1.9% | +0.3% |
| 30D | +2.1% | -3.6% | +5.7% | +2.8% |
| 3M | -29.7% | +7.0% | -36.7% | -31.9% |
| 6M | +12.5% | +17.5% | -4.9% | +5.9% |
| YTD | +57.0% | +38.8% | +18.2% | +40.0% |
| 1Y | +103.9% | +69.2% | +34.7% | +69.4% |
| 3Y | +223.6% | +77.5% | +146.1% | +157.9% |
| 5Y | +321.6% | +39.9% | +281.7% | +250.8% |
| 10Y | +517.7% | -47.1% | +564.8% | +536.0% |
| All | +1,208.8% | -7.7% | +1,216.5% | +733.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling