+228.1%
VTV vs MTSI
+498.4%
-270.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +2.3% | +29.1% | -26.8% | -1.2% |
| 30D | +3.8% | -20.4% | +24.2% | +6.1% |
| 3M | +1.7% | -20.9% | +22.6% | +3.4% |
| 6M | +10.9% | -32.3% | +43.2% | +14.1% |
| YTD | +21.7% | +43.5% | -21.7% | +11.6% |
| 1Y | +23.4% | +43.8% | -20.4% | +12.9% |
| 3Y | +78.0% | +218.8% | -140.8% | +41.0% |
| 5Y | +77.4% | +228.3% | -150.9% | +37.1% |
| All | +228.1% | +498.4% | -270.3% | +106.7% |
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