+502.4%
MTSI vs ITOT
+289.0%
+213.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -0.8% |
| 7D | +29.1% | +3.3% | +25.8% | +23.0% |
| 30D | -20.4% | -2.5% | -17.9% | -15.3% |
| 3M | -20.9% | -2.3% | -18.6% | -15.7% |
| 6M | -32.3% | +3.0% | -35.3% | -32.9% |
| YTD | +43.5% | +11.9% | +31.6% | +25.2% |
| 1Y | +43.8% | +12.0% | +31.8% | +25.8% |
| 3Y | +218.8% | +77.8% | +141.0% | +42.0% |
| 5Y | +228.3% | +65.0% | +163.3% | +68.3% |
| All | +502.4% | +289.0% | +213.3% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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