+72.6%
VTV vs MTSI
+181.3%
-108.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -1.3% |
| 7D | -2.2% | -10.0% | +7.8% | -1.5% |
| 30D | +2.2% | -37.2% | +39.4% | +6.1% |
| 3M | +0.3% | -30.1% | +30.4% | +2.7% |
| 6M | +8.3% | -31.9% | +40.2% | +10.2% |
| YTD | +18.5% | +23.2% | -4.6% | +11.1% |
| 1Y | +23.0% | +26.4% | -3.4% | +14.7% |
| 3Y | +72.6% | +186.2% | -113.5% | +36.1% |
| All | +72.6% | +181.3% | -108.7% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling