+68.0%
VXUS vs MTSI
+203.6%
-135.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.8% |
| 7D | +2.1% | +10.0% | -7.9% | +0.5% |
| 30D | -1.1% | -20.3% | +19.2% | +1.5% |
| 3M | -5.6% | -24.4% | +18.8% | -2.9% |
| 6M | -2.3% | -39.2% | +36.9% | +3.3% |
| YTD | +10.4% | +35.5% | -25.1% | +1.5% |
| 1Y | +13.1% | +43.0% | -30.0% | +2.9% |
| 3Y | +68.0% | +196.3% | -128.3% | +25.5% |
| All | +68.0% | +203.6% | -135.6% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling