+213.0%
VT vs MTSI
+395.1%
-182.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -18.4% | +14.3% | -0.8% |
| 7D | -4.2% | -24.6% | +20.4% | +0.3% |
| 30D | -5.8% | -45.7% | +39.9% | +4.0% |
| 3M | -5.2% | -27.7% | +22.5% | -1.5% |
| 6M | +0.1% | -37.3% | +37.4% | +5.7% |
| YTD | +8.2% | +11.1% | -2.9% | +1.8% |
| 1Y | +10.1% | +27.2% | -17.0% | +0.7% |
| 3Y | +69.7% | +153.7% | -84.0% | +32.8% |
| 5Y | +53.4% | +159.0% | -105.6% | +17.1% |
| All | +213.0% | +395.1% | -182.1% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling