+106.9%
MTSI vs VTEB
+0.4%
+106.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -2.8% |
| 7D | +4.8% | -1.2% | +6.0% | +8.3% |
| 30D | -9.2% | -2.9% | -6.3% | -1.5% |
| 3M | -23.1% | -3.2% | -20.0% | -15.4% |
| 6M | +23.5% | -2.6% | +26.1% | +33.2% |
| YTD | +59.1% | -1.8% | +60.9% | +74.9% |
| 1Y | +106.9% | +0.2% | +106.6% | +136.9% |
| All | +106.9% | +0.4% | +106.4% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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