+234.3%
MTSI vs ITOT
+79.3%
+155.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +4.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.1% |
| 30D | +2.1% | 0.0% | +2.1% | +2.1% |
| 3M | -29.7% | +2.0% | -31.7% | -31.4% |
| 6M | +12.5% | +13.0% | -0.5% | -8.5% |
| YTD | +57.0% | +14.0% | +43.1% | +25.5% |
| 1Y | +103.9% | +19.9% | +84.0% | +49.6% |
| All | +234.3% | +79.3% | +155.0% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling