+72.9%
VTV vs MTSI
+183.3%
-110.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -1.7% |
| 7D | -2.2% | -10.0% | +7.8% | -1.2% |
| 30D | +2.2% | -37.2% | +39.4% | +7.6% |
| 3M | +0.3% | -30.1% | +30.4% | +3.6% |
| 6M | +8.3% | -31.9% | +40.2% | +10.9% |
| YTD | +18.5% | +23.2% | -4.6% | +9.4% |
| 1Y | +23.0% | +26.4% | -3.4% | +12.7% |
| 3Y | +72.6% | +186.2% | -113.5% | +29.8% |
| All | +72.9% | +183.3% | -110.4% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling