+1,002.1%
MTSI vs ITOT
+565.0%
+437.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.9% |
| 7D | -3.8% | -0.5% | -3.3% | -1.8% |
| 30D | -31.4% | -3.4% | -28.0% | -26.1% |
| 3M | -23.8% | -3.1% | -20.7% | -18.1% |
| 6M | -37.1% | +2.2% | -39.3% | -36.9% |
| YTD | +32.2% | +11.0% | +21.2% | +17.2% |
| 1Y | +26.9% | +11.4% | +15.5% | +12.3% |
| 3Y | +193.7% | +76.4% | +117.4% | +35.7% |
| 5Y | +218.0% | +65.1% | +152.9% | +66.1% |
| 10Y | +477.8% | +287.4% | +190.4% | -2.8% |
| All | +1,002.1% | +565.0% | +437.1% | +8.2% |
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