+76.5%
VUG vs MTSI
+320.9%
-244.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -3.9% | -1.5% |
| 7D | -0.1% | +1.4% | -1.5% | -0.5% |
| 30D | -0.3% | +2.1% | -2.4% | -2.0% |
| 3M | -0.7% | -29.7% | +29.0% | +8.7% |
| 6M | +14.6% | +12.5% | +2.1% | +5.0% |
| YTD | +9.0% | +57.0% | -48.0% | -12.4% |
| 1Y | +14.9% | +103.9% | -89.1% | -17.5% |
| 3Y | +86.0% | +223.6% | -137.5% | +3.4% |
| All | +76.5% | +320.9% | -244.4% | -17.5% |
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 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