+462.3%
VTV vs MTSI
+1,308.1%
-845.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.7% |
| 7D | +0.5% | +1.4% | -0.9% | +0.3% |
| 30D | +1.1% | +2.1% | -1.0% | +0.4% |
| 3M | +5.9% | -29.7% | +35.6% | +9.9% |
| 6M | +11.6% | +12.5% | -0.9% | +8.0% |
| YTD | +19.8% | +57.0% | -37.2% | +10.4% |
| 1Y | +26.2% | +103.9% | -77.7% | +11.7% |
| 3Y | +68.5% | +223.6% | -155.1% | +36.8% |
| 5Y | +79.9% | +321.6% | -241.7% | +38.5% |
| 10Y | +229.7% | +517.7% | -288.0% | +117.3% |
| All | +462.3% | +1,308.1% | -845.8% | +233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling