+3.7%
VT vs MTSI
-17.8%
+21.5%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -6.0% | -0.5% |
| 7D | -1.6% | -7.9% | +6.3% | -0.9% |
| 30D | -2.5% | -26.8% | +24.3% | +0.2% |
| 3M | -1.3% | -8.0% | +6.7% | -1.6% |
| All | +3.7% | -17.8% | +21.5% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling