+36.2%
VWO vs MTSI
+331.9%
-295.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.8% |
| 7D | +0.9% | +4.9% | -4.0% | 0.0% |
| 30D | +1.3% | -11.6% | +12.8% | +3.4% |
| 3M | +5.1% | -24.1% | +29.2% | +9.8% |
| 6M | +12.5% | +32.4% | -19.9% | +4.1% |
| YTD | +14.0% | +60.4% | -46.4% | +0.8% |
| 1Y | +19.7% | +111.0% | -91.3% | -0.8% |
| 3Y | +66.8% | +246.1% | -179.4% | +18.1% |
| 5Y | +36.2% | +340.3% | -304.1% | -14.3% |
| All | +36.2% | +331.9% | -295.7% | -14.3% |
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 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