+314.2%
VOO vs MTSI
+529.6%
-215.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.0% |
| 7D | +0.5% | +4.9% | -4.3% | -0.4% |
| 30D | -0.9% | -11.6% | +10.7% | +1.0% |
| 3M | +3.9% | -24.1% | +27.9% | +8.0% |
| 6M | +14.5% | +32.4% | -17.9% | +6.2% |
| YTD | +13.0% | +60.4% | -47.5% | +0.4% |
| 1Y | +19.4% | +111.0% | -91.6% | 0.0% |
| 3Y | +78.9% | +246.1% | -167.3% | +32.9% |
| 5Y | +82.3% | +340.3% | -258.0% | +27.3% |
| 10Y | +314.2% | +539.5% | -225.3% | +134.8% |
| All | +314.2% | +529.6% | -215.3% | +134.8% |
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