+78.5%
VTV vs MTSI
+203.6%
-125.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.7% |
| 7D | +2.9% | +10.0% | -7.1% | +2.0% |
| 30D | +3.8% | -20.3% | +24.1% | +5.4% |
| 3M | +1.6% | -24.4% | +26.0% | +3.2% |
| 6M | +11.2% | -39.2% | +50.4% | +15.1% |
| YTD | +22.0% | +35.5% | -13.5% | +13.4% |
| 1Y | +24.9% | +43.0% | -18.1% | +15.0% |
| 3Y | +78.5% | +196.3% | -117.8% | +40.5% |
| All | +78.5% | +203.6% | -125.1% | +40.5% |
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