+54.0%
VEA vs MTSI
+206.4%
-152.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +1.0% |
| 7D | +2.3% | +10.0% | -7.7% | +0.4% |
| 30D | +0.2% | -20.3% | +20.5% | +3.4% |
| 3M | -5.3% | -24.4% | +19.1% | -2.1% |
| 6M | -0.9% | -39.2% | +38.3% | +5.8% |
| YTD | +12.2% | +35.5% | -23.3% | +0.5% |
| 1Y | +16.1% | +43.0% | -26.9% | +2.6% |
| 3Y | +73.0% | +196.3% | -123.3% | +21.6% |
| All | +54.0% | +206.4% | -152.4% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling