+21.0%
VRT vs MTSI
+43.1%
-22.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +2.5% |
| 7D | +18.6% | +29.1% | -10.5% | +1.0% |
| 30D | -11.7% | -20.4% | +8.7% | +0.3% |
| 3M | -27.3% | -20.9% | -6.4% | -18.5% |
| 6M | -42.9% | -32.3% | -10.6% | -29.9% |
| YTD | +29.5% | +43.5% | -14.0% | -10.2% |
| 1Y | +21.0% | +43.8% | -22.8% | -14.5% |
| All | +21.0% | +43.1% | -22.1% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling