+226.3%
VTV vs MTSI
+529.6%
-303.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.1% |
| 7D | +0.3% | +4.9% | -4.6% | -0.4% |
| 30D | +0.1% | -11.6% | +11.7% | +1.6% |
| 3M | +6.2% | -24.1% | +30.3% | +9.3% |
| 6M | +13.5% | +32.4% | -18.9% | +7.1% |
| YTD | +18.9% | +60.4% | -41.6% | +8.7% |
| 1Y | +25.8% | +111.0% | -85.2% | +10.0% |
| 3Y | +68.7% | +246.1% | -177.4% | +33.8% |
| 5Y | +80.3% | +340.3% | -260.0% | +35.6% |
| 10Y | +226.3% | +539.5% | -313.2% | +102.9% |
| All | +226.3% | +529.6% | -303.2% | +102.9% |
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