+408.8%
VUG vs MTSI
+513.8%
-104.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -3.9% | -1.3% |
| 7D | -0.1% | +1.4% | -1.5% | -0.4% |
| 30D | -0.3% | +2.1% | -2.4% | -1.5% |
| 3M | -0.7% | -29.7% | +29.0% | +6.1% |
| 6M | +14.6% | +12.5% | +2.1% | +8.4% |
| YTD | +9.0% | +57.0% | -48.0% | -5.3% |
| 1Y | +14.9% | +103.9% | -89.1% | -7.0% |
| 3Y | +86.0% | +223.6% | -137.5% | +31.7% |
| 5Y | +76.7% | +321.6% | -244.9% | +16.2% |
| All | +408.8% | +513.8% | -104.9% | +165.9% |
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