+104.6%
VGT vs MTSI
+206.4%
-101.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | +0.4% |
| 7D | +2.5% | +10.0% | -7.5% | -1.4% |
| 30D | -9.5% | -20.3% | +10.8% | -3.1% |
| 3M | -9.5% | -24.4% | +14.9% | -2.7% |
| 6M | -1.8% | -39.2% | +37.4% | +12.8% |
| YTD | +18.4% | +35.5% | -17.1% | -5.6% |
| 1Y | +18.7% | +43.0% | -24.3% | -7.8% |
| 3Y | +103.8% | +196.3% | -92.5% | +4.2% |
| All | +104.6% | +206.4% | -101.8% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling