+116.6%
VWO vs MTSI
+571.2%
-454.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.3% |
| 7D | +0.2% | +11.1% | -10.9% | -1.7% |
| 30D | +0.9% | -3.7% | +4.6% | +1.3% |
| 3M | +4.3% | -20.2% | +24.5% | +7.4% |
| 6M | +10.5% | +30.8% | -20.3% | +3.6% |
| YTD | +13.4% | +67.0% | -53.7% | +1.2% |
| 1Y | +18.6% | +120.4% | -101.9% | +0.2% |
| 3Y | +65.8% | +260.4% | -194.6% | +24.9% |
| 5Y | +35.2% | +356.3% | -321.0% | -4.4% |
| 10Y | +116.6% | +581.1% | -464.4% | +27.0% |
| All | +116.6% | +571.2% | -454.5% | +27.0% |
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