+746.0%
MTSI vs VTEB
+26.8%
+719.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.3% |
| 7D | +10.0% | -1.2% | +11.2% | +11.1% |
| 30D | -20.3% | +2.5% | -22.8% | -22.0% |
| 3M | -24.4% | -1.7% | -22.7% | -23.4% |
| 6M | -39.2% | -1.2% | -37.9% | -38.5% |
| YTD | +35.5% | -0.5% | +36.0% | +36.2% |
| 1Y | +43.0% | -0.1% | +43.1% | +43.3% |
| 3Y | +196.3% | +10.5% | +185.8% | +172.3% |
| 5Y | +210.0% | +2.6% | +207.5% | +201.2% |
| 10Y | +469.1% | +22.4% | +446.7% | +549.3% |
| All | +746.0% | +26.8% | +719.2% | +1,021.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling