+1,855.0%
VRT vs MTSI
+1,027.9%
+827.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.4% |
| 7D | -17.7% | -3.8% | -13.9% | -16.2% |
| 30D | -20.0% | -31.4% | +11.4% | -5.1% |
| 3M | -28.1% | -23.8% | -4.3% | -19.5% |
| 6M | -42.8% | -37.1% | -5.8% | -30.6% |
| YTD | +20.0% | +32.2% | -12.3% | +3.7% |
| 1Y | +3.5% | +26.9% | -23.4% | -8.6% |
| 3Y | +366.1% | +193.7% | +172.4% | +204.3% |
| 5Y | +632.2% | +218.0% | +414.1% | +358.8% |
| All | +1,855.0% | +1,027.9% | +827.1% | +849.8% |
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