+13.3%
VXUS vs MTSI
+41.9%
-28.6%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.3% | -9.4% | -0.4% |
| 7D | -0.5% | +7.2% | -7.7% | -1.8% |
| 30D | -1.2% | -18.4% | +17.3% | +0.9% |
| 3M | -3.8% | -16.7% | +12.9% | -2.6% |
| 6M | -1.7% | -31.7% | +30.0% | +2.1% |
| YTD | +11.4% | +45.9% | -34.5% | +3.9% |
| 1Y | +13.3% | +47.0% | -33.7% | +5.1% |
| All | +13.3% | +41.9% | -28.6% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling