+291.9%
VTI vs MTSI
+512.4%
-220.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.0% | -6.5% | +0.8% |
| 7D | +0.2% | +3.5% | -3.3% | -0.9% |
| 30D | -2.9% | -30.3% | +27.4% | +2.9% |
| 3M | -2.6% | -26.0% | +23.4% | +1.2% |
| 6M | +2.8% | -36.1% | +38.9% | +8.5% |
| YTD | +11.6% | +34.3% | -22.7% | +0.4% |
| 1Y | +13.6% | +35.3% | -21.6% | +2.0% |
| 3Y | +79.9% | +217.6% | -137.8% | +32.2% |
| 5Y | +64.3% | +210.1% | -145.8% | +18.7% |
| 10Y | +291.9% | +471.4% | -179.6% | +123.7% |
| All | +291.9% | +512.4% | -220.5% | +123.7% |
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 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