+735.5%
VGT vs MTSI
+539.0%
+196.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.3% | -7.4% | 0.0% |
| 7D | -1.6% | +7.2% | -8.8% | -4.1% |
| 30D | -10.1% | -18.4% | +8.3% | -5.9% |
| 3M | -5.3% | -16.7% | +11.4% | -2.5% |
| 6M | +0.2% | -31.7% | +31.9% | +7.7% |
| YTD | +21.1% | +45.9% | -24.8% | +3.2% |
| 1Y | +18.2% | +47.0% | -28.8% | +0.4% |
| 3Y | +107.4% | +224.1% | -116.7% | +37.4% |
| 5Y | +111.5% | +238.5% | -127.0% | +35.6% |
| 10Y | +735.5% | +512.7% | +222.8% | +294.1% |
| All | +735.5% | +539.0% | +196.5% | +294.1% |
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