+54.4%
VXUS vs MTSI
+320.9%
-266.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.2% |
| 7D | +1.0% | +1.4% | -0.4% | +0.7% |
| 30D | +2.2% | +2.1% | +0.1% | +1.2% |
| 3M | +3.0% | -29.7% | +32.7% | +9.1% |
| 6M | +10.7% | +12.5% | -1.9% | +5.6% |
| YTD | +17.8% | +57.0% | -39.2% | +4.5% |
| 1Y | +27.6% | +103.9% | -76.3% | +6.1% |
| 3Y | +73.3% | +223.6% | -150.3% | +23.1% |
| All | +54.4% | +320.9% | -266.5% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling