+1,208.8%
MTSI vs VYM
+428.1%
+780.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.0% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +2.1% | -0.5% | +2.6% | +2.8% |
| 3M | -29.7% | +3.0% | -32.8% | -32.5% |
| 6M | +12.5% | +8.2% | +4.3% | +1.2% |
| YTD | +57.0% | +15.8% | +41.2% | +28.3% |
| 1Y | +103.9% | +20.8% | +83.1% | +57.8% |
| 3Y | +223.6% | +65.3% | +158.3% | +65.6% |
| 5Y | +321.6% | +76.6% | +245.0% | +99.9% |
| 10Y | +517.7% | +203.9% | +313.8% | +47.4% |
| All | +1,208.8% | +428.1% | +780.6% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling