+107.3%
VGT vs MTSI
+221.5%
-114.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | 0.0% |
| 7D | +5.6% | +29.1% | -23.5% | -3.1% |
| 30D | -10.6% | -20.4% | +9.8% | -5.1% |
| 3M | -6.9% | -20.9% | +14.0% | -2.2% |
| 6M | +0.9% | -32.3% | +33.2% | +10.0% |
| YTD | +20.4% | +43.5% | -23.1% | -2.9% |
| 1Y | +17.4% | +43.8% | -26.4% | -5.6% |
| All | +107.3% | +221.5% | -114.2% | +14.3% |
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