+407.5%
VUG vs MTSI
+498.4%
-90.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +4.4% | +29.1% | -24.7% | -1.7% |
| 30D | -7.3% | -20.4% | +13.1% | -3.5% |
| 3M | -4.2% | -20.9% | +16.7% | -1.1% |
| 6M | -1.6% | -32.3% | +30.7% | +3.8% |
| YTD | +4.9% | +43.5% | -38.6% | -8.7% |
| 1Y | +3.8% | +43.8% | -40.0% | -9.9% |
| 3Y | +79.4% | +218.8% | -139.3% | +25.3% |
| 5Y | +63.9% | +228.3% | -164.4% | +11.2% |
| All | +407.5% | +498.4% | -90.9% | +164.8% |
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