+160.2%
MTSI vs VLTO
+54.8%
+105.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.5% | +10.4% | +10.7% |
| 7D | -10.0% | +5.4% | -15.4% | -10.9% |
| 30D | -37.2% | +22.3% | -59.5% | -40.5% |
| 3M | -30.1% | +19.6% | -49.7% | -33.4% |
| 6M | -31.9% | +35.2% | -67.1% | -39.1% |
| YTD | +23.2% | +17.9% | +5.3% | +17.9% |
| 1Y | +26.4% | +19.5% | +6.9% | +19.7% |
| 3Y | +186.2% | +73.9% | +112.2% | +122.1% |
| All | +160.2% | +54.8% | +105.4% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling