+926.7%
MTSI vs VEU
+173.8%
+752.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.2% | +10.6% | +10.6% |
| 7D | -10.0% | -1.6% | -8.3% | -7.1% |
| 30D | -37.2% | -4.3% | -32.8% | -32.1% |
| 3M | -30.1% | -5.8% | -24.2% | -22.3% |
| 6M | -31.9% | -4.4% | -27.5% | -24.9% |
| YTD | +23.2% | +8.7% | +14.5% | +13.7% |
| 1Y | +26.4% | +12.6% | +13.8% | +11.2% |
| 3Y | +186.2% | +65.2% | +120.9% | +51.9% |
| 5Y | +187.0% | +45.5% | +141.5% | +84.2% |
| 10Y | +460.4% | +142.7% | +317.6% | +114.9% |
| All | +926.7% | +173.8% | +752.9% | +277.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling