+134.8%
VXUS vs MTSI
+448.7%
-314.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.7% | -1.6% |
| 7D | -1.8% | -10.0% | +8.2% | -0.5% |
| 30D | -4.6% | -37.2% | +32.6% | +1.9% |
| 3M | -6.1% | -30.1% | +24.0% | -2.0% |
| 6M | -4.9% | -31.9% | +27.0% | -1.4% |
| YTD | +8.1% | +23.2% | -15.1% | +1.0% |
| 1Y | +12.1% | +26.4% | -14.3% | +4.2% |
| 3Y | +63.9% | +186.2% | -122.3% | +29.4% |
| 5Y | +43.1% | +187.0% | -143.9% | +10.7% |
| All | +134.8% | +448.7% | -314.0% | +50.3% |
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