+231.9%
MTSI vs VT
+75.0%
+156.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | +0.4% | +0.9% | +0.4% |
| 30D | +2.1% | +1.0% | +1.1% | +0.3% |
| 3M | -29.7% | +2.4% | -32.1% | -31.8% |
| 6M | +12.5% | +12.0% | +0.5% | -7.8% |
| YTD | +57.0% | +15.3% | +41.7% | +21.1% |
| 1Y | +103.9% | +22.6% | +81.3% | +40.7% |
| All | +231.9% | +75.0% | +156.9% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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