+147.3%
VXUS vs MTSI
+514.0%
-366.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.1% |
| 7D | +1.0% | +1.4% | -0.4% | +0.8% |
| 30D | +2.2% | +2.1% | +0.1% | +1.4% |
| 3M | +3.0% | -29.7% | +32.7% | +8.0% |
| 6M | +10.7% | +12.5% | -1.9% | +6.8% |
| YTD | +17.8% | +57.0% | -39.2% | +7.3% |
| 1Y | +27.6% | +103.9% | -76.3% | +10.7% |
| 3Y | +73.3% | +223.6% | -150.3% | +35.8% |
| 5Y | +54.3% | +321.6% | -267.2% | +13.8% |
| All | +147.3% | +514.0% | -366.8% | +54.5% |
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