+608.2%
VOO vs MTSI
+1,308.1%
-699.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -1.0% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | +0.1% | +2.1% | -2.0% | -0.8% |
| 3M | +2.0% | -29.7% | +31.7% | +7.1% |
| 6M | +13.0% | +12.5% | +0.5% | +8.5% |
| YTD | +13.6% | +57.0% | -43.4% | +2.4% |
| 1Y | +20.1% | +103.9% | -83.8% | +2.9% |
| 3Y | +77.6% | +223.6% | -146.0% | +37.4% |
| 5Y | +82.4% | +321.6% | -239.1% | +33.1% |
| 10Y | +316.8% | +517.7% | -200.9% | +156.3% |
| All | +608.2% | +1,308.1% | -699.9% | +287.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling