+796.0%
MTSI vs VTEB
+27.2%
+768.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.0% |
| 7D | +29.1% | -0.7% | +29.8% | +29.9% |
| 30D | -20.4% | +2.7% | -23.1% | -22.2% |
| 3M | -20.9% | -1.2% | -19.7% | -20.2% |
| 6M | -32.3% | -1.0% | -31.3% | -31.7% |
| YTD | +43.5% | -0.2% | +43.7% | +43.9% |
| 1Y | +43.8% | +0.1% | +43.7% | +43.9% |
| 3Y | +218.8% | +10.8% | +208.0% | +192.3% |
| 5Y | +228.3% | +2.9% | +225.4% | +218.2% |
| 10Y | +502.6% | +22.7% | +479.9% | +585.9% |
| All | +796.0% | +27.2% | +768.8% | +1,084.3% |
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