+66.4%
VUG vs MTSI
+247.2%
-180.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.3% | -8.7% | -1.3% |
| 7D | -1.1% | +7.2% | -8.2% | -3.7% |
| 30D | -7.0% | -18.4% | +11.4% | -2.7% |
| 3M | -3.7% | -16.7% | +13.0% | -1.3% |
| 6M | -1.6% | -31.7% | +30.1% | +5.1% |
| YTD | +5.1% | +45.9% | -40.7% | -15.8% |
| 1Y | +3.8% | +47.0% | -43.2% | -17.4% |
| 3Y | +79.9% | +224.1% | -144.2% | -3.8% |
| 5Y | +66.4% | +238.5% | -172.1% | -18.2% |
| All | +66.4% | +247.2% | -180.8% | -18.2% |
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