+567.3%
VRT vs MTSI
+183.3%
+384.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.8% | -7.4% | -4.4% |
| 7D | -21.4% | -10.0% | -11.4% | -15.6% |
| 30D | -25.8% | -37.2% | +11.4% | +2.4% |
| 3M | -33.5% | -30.1% | -3.5% | -17.2% |
| 6M | -49.0% | -31.9% | -17.1% | -37.9% |
| YTD | +12.9% | +23.2% | -10.2% | -15.4% |
| 1Y | 0.0% | +26.4% | -26.4% | -26.5% |
| 3Y | +361.8% | +186.2% | +175.7% | +74.2% |
| All | +567.3% | +183.3% | +384.0% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling