+512.7%
MTSI vs VEU
+149.7%
+363.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.9% | +9.4% | +8.8% |
| 7D | +7.2% | -0.5% | +7.7% | +9.5% |
| 30D | -18.4% | -1.0% | -17.4% | -15.6% |
| 3M | -16.7% | -3.6% | -13.1% | -9.6% |
| 6M | -31.7% | -1.2% | -30.5% | -27.5% |
| YTD | +45.9% | +12.0% | +33.9% | +27.0% |
| 1Y | +47.0% | +13.9% | +33.1% | +24.9% |
| 3Y | +224.1% | +71.3% | +152.8% | +48.6% |
| 5Y | +238.5% | +50.3% | +188.2% | +93.9% |
| 10Y | +512.7% | +150.3% | +362.4% | +109.1% |
| All | +512.7% | +149.7% | +363.0% | +109.1% |
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