+73.0%
VEA vs MTSI
+221.5%
-148.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +1.8% | +29.1% | -27.3% | -2.1% |
| 30D | -0.9% | -20.4% | +19.5% | +1.7% |
| 3M | -5.0% | -20.9% | +15.9% | -3.0% |
| 6M | 0.0% | -32.3% | +32.2% | +3.8% |
| YTD | +12.2% | +43.5% | -31.3% | +2.5% |
| 1Y | +14.7% | +43.8% | -29.1% | +4.6% |
| All | +73.0% | +221.5% | -148.6% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling