0.0%
VRT vs MTSI
+38.8%
-38.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.8% | -7.4% | -3.2% |
| 7D | -21.4% | -10.0% | -11.4% | -16.3% |
| 30D | -25.8% | -37.2% | +11.4% | -2.9% |
| 3M | -33.5% | -30.1% | -3.5% | -19.7% |
| 6M | -49.0% | -31.9% | -17.1% | -38.8% |
| YTD | +12.9% | +23.2% | -10.2% | -14.4% |
| 1Y | 0.0% | +26.4% | -26.4% | -25.5% |
| All | 0.0% | +38.8% | -38.8% | -25.5% |
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