+90.7%
VWO vs MTSI
+1,104.2%
-1,013.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.0% | -6.6% | +0.9% |
| 7D | +1.6% | +3.5% | -1.9% | +0.6% |
| 30D | -5.3% | -30.3% | +25.0% | -0.2% |
| 3M | -6.2% | -26.0% | +19.8% | -2.8% |
| 6M | -6.2% | -36.1% | +29.9% | -1.3% |
| YTD | +5.6% | +34.3% | -28.7% | -2.9% |
| 1Y | +6.2% | +35.3% | -29.1% | -2.7% |
| 3Y | +57.5% | +217.6% | -160.1% | +21.3% |
| 5Y | +28.0% | +210.1% | -182.1% | -3.1% |
| 10Y | +101.8% | +471.4% | -369.7% | +23.1% |
| All | +90.7% | +1,104.2% | -1,013.5% | +2.6% |
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