+340.3%
MTSI vs VYM
+77.8%
+262.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.8% |
| 7D | +4.9% | +0.1% | +4.8% | +4.6% |
| 30D | -11.6% | -1.3% | -10.3% | -9.9% |
| 3M | -24.1% | +4.1% | -28.1% | -28.6% |
| 6M | +32.4% | +9.8% | +22.6% | +15.1% |
| YTD | +60.4% | +15.3% | +45.1% | +29.5% |
| 1Y | +111.0% | +20.0% | +91.0% | +61.2% |
| 3Y | +246.1% | +66.2% | +179.9% | +67.9% |
| 5Y | +340.3% | +77.5% | +262.8% | +101.6% |
| All | +340.3% | +77.8% | +262.5% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling