+306.5%
IVV vs MTSI
+448.7%
-142.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | -1.6% |
| 7D | -2.7% | -10.0% | +7.3% | -1.3% |
| 30D | -5.4% | -37.2% | +31.8% | +2.0% |
| 3M | -4.1% | -30.1% | +26.0% | +0.6% |
| 6M | +0.7% | -31.9% | +32.6% | +4.7% |
| YTD | +8.7% | +23.2% | -14.4% | -0.1% |
| 1Y | +11.0% | +26.4% | -15.4% | +1.2% |
| 3Y | +75.4% | +186.2% | -110.7% | +32.9% |
| 5Y | +68.3% | +187.0% | -118.7% | +24.7% |
| All | +306.5% | +448.7% | -142.2% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling