+111.0%
MTSI vs VEU
+26.1%
+84.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.9% |
| 7D | +4.9% | +1.7% | +3.2% | +1.8% |
| 30D | -11.6% | +1.0% | -12.6% | -12.8% |
| 3M | -24.1% | +5.6% | -29.7% | -29.5% |
| 6M | +32.4% | +13.7% | +18.8% | +10.3% |
| YTD | +60.4% | +17.7% | +42.7% | +20.7% |
| 1Y | +111.0% | +25.8% | +85.2% | +41.2% |
| All | +111.0% | +26.1% | +84.9% | +41.2% |
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