+112.0%
VWO vs MTSI
+498.4%
-386.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -1.1% |
| 7D | +4.0% | +29.1% | -25.1% | -0.7% |
| 30D | -5.4% | -20.4% | +15.0% | -2.5% |
| 3M | -6.4% | -20.9% | +14.5% | -4.1% |
| 6M | -4.7% | -32.3% | +27.6% | -0.6% |
| YTD | +5.3% | +43.5% | -38.2% | -4.8% |
| 1Y | +4.3% | +43.8% | -39.5% | -5.9% |
| 3Y | +55.9% | +218.8% | -162.8% | +18.3% |
| 5Y | +25.7% | +228.3% | -202.6% | -7.3% |
| All | +112.0% | +498.4% | -386.4% | +23.3% |
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