+196.3%
MTSI vs VEU
+70.2%
+126.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.5% |
| 7D | +10.0% | +2.1% | +7.9% | +6.4% |
| 30D | -20.3% | -0.9% | -19.4% | -17.5% |
| 3M | -24.4% | -5.4% | -19.0% | -14.8% |
| 6M | -39.2% | -1.8% | -37.4% | -34.3% |
| YTD | +35.5% | +10.9% | +24.6% | +19.2% |
| 1Y | +43.0% | +13.6% | +29.5% | +21.1% |
| 3Y | +196.3% | +69.3% | +127.0% | +33.6% |
| All | +196.3% | +70.2% | +126.1% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling