+539.5%
MTSI vs VEU
+149.3%
+390.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.8% |
| 7D | +4.9% | +1.7% | +3.2% | +2.2% |
| 30D | -11.6% | +1.0% | -12.6% | -12.7% |
| 3M | -24.1% | +5.6% | -29.7% | -29.2% |
| 6M | +32.4% | +13.7% | +18.8% | +10.5% |
| YTD | +60.4% | +17.7% | +42.7% | +26.6% |
| 1Y | +111.0% | +25.8% | +85.2% | +51.2% |
| 3Y | +246.1% | +77.1% | +169.0% | +48.5% |
| 5Y | +340.3% | +57.1% | +283.2% | +131.7% |
| 10Y | +539.5% | +149.8% | +389.7% | +114.3% |
| All | +539.5% | +149.3% | +390.2% | +114.3% |
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