+47.0%
MTSI vs VYM
+19.7%
+27.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.9% | +9.4% | +8.4% |
| 7D | +7.2% | -0.2% | +7.3% | +8.7% |
| 30D | -18.4% | +3.6% | -22.1% | -22.5% |
| 3M | -16.7% | -0.1% | -16.6% | -15.4% |
| 6M | -31.7% | +7.1% | -38.8% | -38.7% |
| YTD | +45.9% | +17.0% | +28.9% | +10.3% |
| 1Y | +47.0% | +19.0% | +28.0% | +9.1% |
| All | +47.0% | +19.7% | +27.3% | +9.1% |
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 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