+47.7%
VXUS vs MTSI
+209.3%
-161.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.4% |
| 7D | +0.5% | -3.8% | +4.3% | +0.8% |
| 30D | -2.5% | -31.4% | +28.8% | +3.5% |
| 3M | -4.6% | -23.8% | +19.1% | -1.4% |
| 6M | -2.6% | -37.1% | +34.4% | +3.4% |
| YTD | +10.4% | +32.2% | -21.9% | -0.5% |
| 1Y | +12.9% | +26.9% | -14.1% | +2.4% |
| 3Y | +68.4% | +193.7% | -125.4% | +19.4% |
| 5Y | +47.7% | +218.0% | -170.4% | -4.1% |
| All | +47.7% | +209.3% | -161.6% | -4.1% |
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 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