+542.8%
VRT vs MTSI
+153.3%
+389.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -18.4% | +4.3% | -0.6% |
| 7D | -28.1% | -24.6% | -3.5% | -11.9% |
| 30D | -30.2% | -45.7% | +15.5% | +7.6% |
| 3M | -36.4% | -27.7% | -8.6% | -23.7% |
| 6M | -48.2% | -37.3% | -10.9% | -32.7% |
| YTD | +9.2% | +11.1% | -2.0% | -11.5% |
| 1Y | -7.2% | +27.2% | -34.4% | -33.3% |
| 3Y | +338.7% | +153.7% | +185.0% | +81.8% |
| 5Y | +542.8% | +159.0% | +383.9% | +128.3% |
| All | +542.8% | +153.3% | +389.5% | +128.3% |
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