+120.5%
VGT vs MTSI
+224.7%
-104.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.1% | -0.9% |
| 7D | +1.0% | +1.4% | -0.4% | +0.5% |
| 30D | +1.3% | +2.1% | -0.8% | -0.5% |
| 3M | -1.1% | -29.7% | +28.6% | +9.9% |
| 6M | +32.6% | +12.5% | +20.1% | +22.2% |
| YTD | +29.0% | +57.0% | -28.0% | +3.5% |
| 1Y | +39.7% | +103.9% | -64.2% | -0.6% |
| All | +120.5% | +224.7% | -104.2% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling