+27.9%
VTV vs MTSI
+59.5%
-31.7%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | +1.8% | -10.7% | +12.4% | +2.2% |
| 30D | +6.0% | -29.0% | +35.0% | +7.3% |
| 3M | +3.7% | -14.7% | +18.4% | +3.8% |
| 6M | +13.9% | -20.1% | +34.0% | +14.0% |
| YTD | +22.8% | +36.1% | -13.3% | +19.3% |
| 1Y | +27.9% | +61.7% | -33.9% | +23.0% |
| All | +27.9% | +59.5% | -31.7% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling