+697.2%
VUG vs MTSI
+896.6%
-199.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -18.4% | +12.9% | -1.7% |
| 7D | -7.1% | -24.6% | +17.5% | -1.9% |
| 30D | -12.1% | -45.7% | +33.6% | -1.2% |
| 3M | -8.1% | -27.7% | +19.6% | -3.7% |
| 6M | -3.2% | -37.3% | +34.1% | +3.2% |
| YTD | +0.5% | +11.1% | -10.7% | -6.1% |
| 1Y | -0.7% | +27.2% | -27.9% | -10.1% |
| 3Y | +77.1% | +153.7% | -76.5% | +35.8% |
| 5Y | +56.2% | +159.0% | -102.8% | +17.3% |
| 10Y | +394.1% | +405.6% | -11.5% | +195.0% |
| All | +697.2% | +896.6% | -199.4% | +325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling