+75.3%
VEA vs MTSI
+211.6%
-136.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.0% | -6.1% | +1.6% |
| 7D | +0.4% | +3.5% | -3.1% | -0.4% |
| 30D | -0.7% | -30.3% | +29.7% | +4.0% |
| 3M | -3.9% | -26.0% | +22.1% | -0.8% |
| 6M | -0.6% | -36.1% | +35.5% | +4.2% |
| YTD | +12.9% | +34.3% | -21.3% | +4.3% |
| 1Y | +18.4% | +35.3% | -16.9% | +9.0% |
| 3Y | +75.3% | +217.6% | -142.4% | +31.2% |
| All | +75.3% | +211.6% | -136.3% | +31.2% |
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