-39.4%
MTLS vs VOO
+380.7%
-420.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.4% |
| 7D | -4.4% | -0.9% | -3.5% | -3.1% |
| 30D | -15.4% | -2.3% | -13.0% | -12.9% |
| 3M | +1.9% | -1.2% | +3.1% | +3.3% |
| 6M | +28.0% | +3.3% | +24.6% | +23.1% |
| YTD | +26.1% | +12.3% | +13.8% | +9.9% |
| 1Y | +18.0% | +12.5% | +5.5% | +2.6% |
| 3Y | +25.4% | +79.2% | -53.7% | -36.6% |
| 5Y | -71.6% | +75.7% | -147.3% | -84.8% |
| 10Y | +3.9% | +313.7% | -309.8% | -74.1% |
| All | -39.4% | +380.7% | -420.1% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling