+792.6%
VGT vs MTSI
+529.6%
+263.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.8% |
| 7D | +1.8% | +4.9% | -3.0% | +0.4% |
| 30D | -0.3% | -11.6% | +11.3% | +2.8% |
| 3M | +3.4% | -24.1% | +27.4% | +10.3% |
| 6M | +35.0% | +32.4% | +2.6% | +21.7% |
| YTD | +28.8% | +60.4% | -31.7% | +9.0% |
| 1Y | +38.0% | +111.0% | -73.0% | +7.1% |
| 3Y | +125.8% | +246.1% | -120.3% | +49.7% |
| 5Y | +134.7% | +340.3% | -205.6% | +44.1% |
| 10Y | +792.6% | +539.5% | +253.1% | +324.8% |
| All | +792.6% | +529.6% | +263.0% | +324.8% |
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 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