+454.5%
V vs MTSI
+454.4%
0.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +0.6% | -3.8% | +4.4% | +0.8% |
| 30D | +9.7% | -31.4% | +41.1% | +14.9% |
| 3M | +17.3% | -23.8% | +41.0% | +19.9% |
| 6M | +33.2% | -37.1% | +70.3% | +38.3% |
| YTD | +21.3% | +32.2% | -10.9% | +9.1% |
| 1Y | +27.3% | +26.9% | +0.4% | +15.1% |
| 3Y | +76.1% | +193.7% | -117.7% | +30.4% |
| 5Y | +103.5% | +218.0% | -114.6% | +44.7% |
| 10Y | +454.5% | +477.8% | -23.3% | +187.4% |
| All | +454.5% | +454.4% | 0.0% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling