+1,095.9%
MTSI vs VYM
+433.9%
+662.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +29.1% | +3.3% | +25.8% | +23.5% |
| 30D | -20.4% | +3.8% | -24.2% | -24.0% |
| 3M | -20.9% | -0.4% | -20.5% | -19.9% |
| 6M | -32.3% | +7.1% | -39.4% | -37.9% |
| YTD | +43.5% | +17.1% | +26.4% | +16.4% |
| 1Y | +43.8% | +18.4% | +25.4% | +15.1% |
| 3Y | +218.8% | +74.5% | +144.2% | +52.5% |
| 5Y | +228.3% | +72.5% | +155.8% | +61.9% |
| 10Y | +502.6% | +206.9% | +295.8% | +43.0% |
| All | +1,095.9% | +433.9% | +662.0% | +44.4% |
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