+230.7%
VTV vs MTSI
+512.4%
-281.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.0% | -7.1% | +0.8% |
| 7D | -0.5% | +3.5% | -4.0% | -1.3% |
| 30D | +3.1% | -30.3% | +33.4% | +7.2% |
| 3M | +1.8% | -26.0% | +27.8% | +4.5% |
| 6M | +10.9% | -36.1% | +47.0% | +15.0% |
| YTD | +20.9% | +34.3% | -13.4% | +11.8% |
| 1Y | +24.6% | +35.3% | -10.6% | +15.0% |
| 3Y | +78.6% | +217.6% | -139.1% | +41.5% |
| 5Y | +76.4% | +210.1% | -133.7% | +37.5% |
| 10Y | +230.7% | +471.4% | -240.7% | +111.3% |
| All | +230.7% | +512.4% | -281.7% | +111.3% |
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