+18.6%
VWO vs MTSI
+119.6%
-101.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.2% |
| 7D | +0.2% | +11.1% | -10.9% | -1.5% |
| 30D | +0.9% | -3.7% | +4.6% | +1.2% |
| 3M | +4.3% | -20.2% | +24.5% | +7.4% |
| 6M | +10.5% | +30.8% | -20.3% | +4.2% |
| YTD | +13.4% | +67.0% | -53.7% | +3.1% |
| 1Y | +18.6% | +120.4% | -101.9% | +1.2% |
| All | +18.6% | +119.6% | -101.0% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling