+403.5%
VRT vs MTSI
+211.6%
+191.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +9.0% | +0.6% | +3.3% |
| 7D | -10.6% | +3.5% | -14.1% | -13.1% |
| 30D | -17.4% | -30.3% | +12.9% | +5.0% |
| 3M | -26.4% | -26.0% | -0.4% | -12.2% |
| 6M | -41.0% | -36.1% | -4.9% | -23.2% |
| YTD | +23.8% | +34.3% | -10.5% | -13.0% |
| 1Y | +11.6% | +35.3% | -23.7% | -21.9% |
| 3Y | +403.5% | +217.6% | +185.9% | +82.7% |
| All | +403.5% | +211.6% | +191.9% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling