+76.9%
VUG vs MTSI
+210.0%
-133.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -1.2% | -3.8% | +2.6% | -0.8% |
| 30D | -8.9% | -31.4% | +22.5% | -1.9% |
| 3M | -5.9% | -23.8% | +17.8% | -2.0% |
| 6M | -3.3% | -37.1% | +33.8% | +4.0% |
| YTD | +3.4% | +32.2% | -28.8% | -11.3% |
| 1Y | +1.9% | +26.9% | -25.0% | -11.8% |
| 3Y | +76.9% | +193.7% | -116.8% | +13.5% |
| All | +76.9% | +210.0% | -133.1% | +13.5% |
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