+210.1%
MTSI vs ITOT
+63.5%
+146.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.5% | +6.5% | +4.8% |
| 7D | +3.5% | +0.2% | +3.3% | +4.6% |
| 30D | -30.3% | -3.0% | -27.3% | -25.1% |
| 3M | -26.0% | -2.7% | -23.3% | -20.6% |
| 6M | -36.1% | +2.6% | -38.7% | -36.3% |
| YTD | +34.3% | +11.5% | +22.8% | +17.8% |
| 1Y | +35.3% | +13.5% | +21.8% | +15.8% |
| 3Y | +217.6% | +79.7% | +137.9% | +44.3% |
| 5Y | +210.1% | +64.2% | +145.9% | +69.1% |
| All | +210.1% | +63.5% | +146.6% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling