+471.4%
MTSI vs VEU
+147.4%
+324.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.8% | +6.2% | +4.5% |
| 7D | +3.5% | +0.8% | +2.8% | +3.4% |
| 30D | -30.3% | -1.6% | -28.7% | -27.2% |
| 3M | -26.0% | -4.2% | -21.8% | -19.0% |
| 6M | -36.1% | -1.5% | -34.6% | -31.8% |
| YTD | +34.3% | +11.7% | +22.6% | +17.2% |
| 1Y | +35.3% | +15.6% | +19.7% | +12.1% |
| 3Y | +217.6% | +71.7% | +145.9% | +45.1% |
| 5Y | +210.1% | +49.5% | +160.6% | +79.2% |
| 10Y | +471.4% | +145.6% | +325.8% | +102.5% |
| All | +471.4% | +147.4% | +324.0% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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