-39.3%
VG vs MTSI
+84.2%
-123.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.5% |
| 7D | +1.7% | +1.4% | +0.3% | +1.2% |
| 30D | +16.0% | +2.1% | +13.9% | +13.7% |
| 3M | +9.7% | -29.7% | +39.5% | +21.3% |
| 6M | +29.6% | +12.5% | +17.0% | +5.5% |
| YTD | +112.0% | +57.0% | +55.0% | +29.7% |
| 1Y | +12.8% | +103.9% | -91.1% | -45.4% |
| All | -39.3% | +84.2% | -123.5% | -64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling