+27.0%
VEA vs MTSI
+110.2%
-83.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | +1.9% | +4.9% | -3.0% | +1.2% |
| 30D | +0.8% | -11.6% | +12.4% | +2.3% |
| 3M | +5.7% | -24.1% | +29.8% | +9.1% |
| 6M | +13.3% | +32.4% | -19.1% | +8.4% |
| YTD | +18.4% | +60.4% | -42.0% | +11.3% |
| 1Y | +27.0% | +111.0% | -84.0% | +14.9% |
| All | +27.0% | +110.2% | -83.3% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling