-12.5%
VG vs MTSI
-18.6%
+6.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -1.0% | -6.7% | -7.7% |
| 7D | -16.4% | -10.7% | -5.7% | -16.4% |
| 30D | -10.8% | -29.0% | +18.2% | -11.5% |
| 3M | -6.3% | -14.7% | +8.4% | -6.2% |
| 6M | -12.5% | -20.1% | +7.6% | -6.0% |
| All | -12.5% | -18.6% | +6.1% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling