+693.9%
VGT vs MTSI
+448.7%
+245.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.8% | -9.5% | -1.7% |
| 7D | -7.2% | -10.0% | +2.8% | -4.9% |
| 30D | -16.1% | -37.2% | +21.1% | -5.5% |
| 3M | -9.2% | -30.1% | +20.9% | -1.7% |
| 6M | -0.7% | -31.9% | +31.2% | +6.6% |
| YTD | +15.6% | +23.2% | -7.6% | +3.5% |
| 1Y | +14.4% | +26.4% | -12.0% | +1.5% |
| 3Y | +105.2% | +186.2% | -80.9% | +41.2% |
| 5Y | +100.0% | +187.0% | -87.0% | +34.7% |
| All | +693.9% | +448.7% | +245.1% | +287.8% |
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