+146.3%
VXUS vs MTSI
+498.4%
-352.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +2.3% | +29.1% | -26.8% | -2.0% |
| 30D | -2.2% | -20.4% | +18.2% | +0.5% |
| 3M | -5.4% | -20.9% | +15.5% | -3.3% |
| 6M | -1.2% | -32.3% | +31.0% | +2.6% |
| YTD | +10.4% | +43.5% | -33.1% | +0.6% |
| 1Y | +11.8% | +43.8% | -32.0% | +1.7% |
| 3Y | +68.4% | +218.8% | -150.4% | +30.5% |
| 5Y | +45.9% | +228.3% | -182.5% | +10.1% |
| All | +146.3% | +498.4% | -352.1% | +51.7% |
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