+1,208.8%
MTSI vs ITOT
+582.6%
+626.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +4.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | +2.1% | 0.0% | +2.1% | +2.1% |
| 3M | -29.7% | +2.0% | -31.7% | -30.9% |
| 6M | +12.5% | +13.0% | -0.5% | -5.1% |
| YTD | +57.0% | +14.0% | +43.1% | +30.6% |
| 1Y | +103.9% | +19.9% | +84.0% | +58.0% |
| 3Y | +223.6% | +75.8% | +147.8% | +46.7% |
| 5Y | +321.6% | +73.8% | +247.7% | +98.9% |
| 10Y | +517.7% | +295.9% | +221.8% | -2.0% |
| All | +1,208.8% | +582.6% | +626.2% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling