+558.4%
MTSI vs VYM
+207.1%
+351.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.0% |
| 7D | +4.8% | -1.9% | +6.7% | +7.6% |
| 30D | -9.2% | -2.6% | -6.6% | -5.8% |
| 3M | -23.1% | +3.6% | -26.7% | -26.9% |
| 6M | +23.5% | +8.7% | +14.8% | +10.1% |
| YTD | +59.1% | +14.1% | +44.9% | +32.5% |
| 1Y | +106.9% | +17.8% | +89.0% | +65.5% |
| 3Y | +243.2% | +64.5% | +178.6% | +75.9% |
| 5Y | +324.5% | +77.5% | +247.0% | +99.0% |
| All | +558.4% | +207.1% | +351.3% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VYM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling