+54.3%
VEA vs MTSI
+208.2%
-153.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.0% | -6.1% | +1.3% |
| 7D | +0.4% | +3.5% | -3.1% | -0.7% |
| 30D | -0.7% | -30.3% | +29.7% | +5.2% |
| 3M | -3.9% | -26.0% | +22.1% | -0.1% |
| 6M | -0.6% | -36.1% | +35.5% | +5.2% |
| YTD | +12.9% | +34.3% | -21.3% | +1.4% |
| 1Y | +18.4% | +35.3% | -16.9% | +5.9% |
| 3Y | +75.3% | +217.6% | -142.4% | +20.9% |
| 5Y | +54.3% | +210.1% | -155.8% | +0.4% |
| All | +54.3% | +208.2% | -153.9% | +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