-51.4%
VG vs MTSI
+30.3%
-81.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -18.4% | +14.4% | +1.5% |
| 7D | -22.0% | -24.6% | +2.6% | -15.5% |
| 30D | -14.7% | -45.7% | +31.0% | +1.3% |
| 3M | -7.1% | -27.7% | +20.7% | -1.1% |
| 6M | -11.2% | -37.3% | +26.1% | -6.9% |
| YTD | +69.8% | +11.1% | +58.7% | +12.9% |
| 1Y | +49.9% | +27.2% | +22.7% | -11.9% |
| All | -51.4% | +30.3% | -81.8% | -68.8% |
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