+42.9%
VXUS vs MTSI
+153.3%
-110.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -18.4% | +14.7% | -0.3% |
| 7D | -3.4% | -24.6% | +21.2% | +1.3% |
| 30D | -5.8% | -45.7% | +39.9% | +4.5% |
| 3M | -6.4% | -27.7% | +21.3% | -2.6% |
| 6M | -2.5% | -37.3% | +34.8% | +3.2% |
| YTD | +7.9% | +11.1% | -3.2% | +0.6% |
| 1Y | +11.5% | +27.2% | -15.7% | +0.5% |
| 3Y | +63.4% | +153.7% | -90.2% | +18.8% |
| 5Y | +42.9% | +159.0% | -116.1% | -3.0% |
| All | +42.9% | +153.3% | -110.4% | -3.0% |
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