+147.1%
VXUS vs MTSI
+539.0%
-392.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.3% | -9.4% | -0.7% |
| 7D | -0.5% | +7.2% | -7.7% | -2.1% |
| 30D | -1.2% | -18.4% | +17.3% | +1.2% |
| 3M | -3.8% | -16.7% | +12.9% | -2.5% |
| 6M | -1.7% | -31.7% | +30.0% | +2.1% |
| YTD | +11.4% | +45.9% | -34.5% | +1.3% |
| 1Y | +13.3% | +47.0% | -33.7% | +2.7% |
| 3Y | +70.0% | +224.1% | -154.1% | +31.4% |
| 5Y | +48.1% | +238.5% | -190.4% | +11.3% |
| 10Y | +147.1% | +512.7% | -365.6% | +51.6% |
| All | +147.1% | +539.0% | -392.0% | +51.6% |
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 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