+120.4%
MTSI vs VYM
+19.4%
+101.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +5.1% |
| 7D | +11.1% | -1.0% | +12.1% | +13.0% |
| 30D | -3.7% | -2.0% | -1.6% | 0.0% |
| 3M | -20.2% | +3.1% | -23.3% | -24.9% |
| 6M | +30.8% | +8.9% | +21.9% | +10.0% |
| YTD | +67.0% | +14.7% | +52.3% | +26.6% |
| 1Y | +120.4% | +19.4% | +101.0% | +52.9% |
| All | +120.4% | +19.4% | +101.1% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling