+160.3%
VEA vs MTSI
+529.6%
-369.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | +1.9% | +4.9% | -3.0% | +1.1% |
| 30D | +0.8% | -11.6% | +12.4% | +2.5% |
| 3M | +5.7% | -24.1% | +29.8% | +9.4% |
| 6M | +13.3% | +32.4% | -19.1% | +6.7% |
| YTD | +18.4% | +60.4% | -42.0% | +7.6% |
| 1Y | +27.0% | +111.0% | -84.0% | +9.9% |
| 3Y | +79.3% | +246.1% | -166.9% | +39.6% |
| 5Y | +62.1% | +340.3% | -278.2% | +19.5% |
| 10Y | +160.3% | +539.5% | -379.3% | +62.9% |
| All | +160.3% | +529.6% | -369.3% | +62.9% |
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