+43.8%
MTSI vs VEU
+12.6%
+31.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | +0.1% |
| 7D | +29.1% | +2.4% | +26.8% | +23.9% |
| 30D | -20.4% | -2.0% | -18.4% | -15.6% |
| 3M | -20.9% | -5.1% | -15.8% | -10.8% |
| 6M | -32.3% | -0.7% | -31.5% | -27.3% |
| YTD | +43.5% | +11.0% | +32.5% | +26.3% |
| 1Y | +43.8% | +12.4% | +31.4% | +23.6% |
| All | +43.8% | +12.6% | +31.2% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling