+92.8%
VWO vs MTSI
+1,208.2%
-1,115.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.3% | -9.0% | -0.4% |
| 7D | +1.7% | +7.2% | -5.5% | 0.0% |
| 30D | -4.2% | -18.4% | +14.2% | -1.7% |
| 3M | -4.6% | -16.7% | +12.1% | -3.2% |
| 6M | -5.0% | -31.7% | +26.8% | -1.2% |
| YTD | +6.8% | +45.9% | -39.1% | -3.3% |
| 1Y | +5.8% | +47.0% | -41.2% | -4.5% |
| 3Y | +58.1% | +224.1% | -166.0% | +21.3% |
| 5Y | +27.6% | +238.5% | -211.0% | -4.9% |
| 10Y | +113.9% | +512.7% | -398.8% | +28.9% |
| All | +92.8% | +1,208.2% | -1,115.4% | +2.2% |
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 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