+18.2%
VGT vs MTSI
+41.9%
-23.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.3% | -7.4% | +0.2% |
| 7D | -1.6% | +7.2% | -8.8% | -3.8% |
| 30D | -10.1% | -18.4% | +8.3% | -6.5% |
| 3M | -5.3% | -16.7% | +11.4% | -2.9% |
| 6M | +0.2% | -31.7% | +31.9% | +6.9% |
| YTD | +21.1% | +45.9% | -24.8% | +5.5% |
| 1Y | +18.2% | +47.0% | -28.8% | +2.2% |
| All | +18.2% | +41.9% | -23.7% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling