-73.8%
MTLS vs VOO
+72.6%
-146.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.0% |
| 7D | -3.9% | +2.6% | -6.4% | -7.3% |
| 30D | -20.2% | -2.0% | -18.2% | -17.8% |
| 3M | -5.4% | -2.8% | -2.6% | -1.6% |
| 6M | +16.1% | +2.2% | +13.9% | +12.5% |
| YTD | +16.9% | +11.5% | +5.4% | -0.3% |
| 1Y | +6.2% | +13.5% | -7.3% | -11.7% |
| 3Y | +9.8% | +78.1% | -68.3% | -54.0% |
| All | -73.8% | +72.6% | -146.4% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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