+2,723.0%
VRT vs MTSI
+1,239.4%
+1,483.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.9% | +2.8% |
| 7D | +9.1% | +1.4% | +7.7% | +8.5% |
| 30D | +0.9% | +2.1% | -1.2% | -1.0% |
| 3M | -13.4% | -29.7% | +16.4% | +1.5% |
| 6M | +11.7% | +12.5% | -0.8% | +4.7% |
| YTD | +73.2% | +57.0% | +16.2% | +39.9% |
| 1Y | +123.4% | +103.9% | +19.5% | +60.3% |
| 3Y | +606.2% | +223.6% | +382.6% | +341.6% |
| 5Y | +899.9% | +321.6% | +578.3% | +472.7% |
| All | +2,723.0% | +1,239.4% | +1,483.7% | +1,180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling