+43.0%
MTSI vs VLTO
+21.9%
+21.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.3% |
| 7D | +10.0% | +1.0% | +9.0% | +10.4% |
| 30D | -20.3% | +17.5% | -37.8% | -13.8% |
| 3M | -24.4% | +21.4% | -45.8% | -17.0% |
| 6M | -39.2% | +38.1% | -77.3% | -33.5% |
| YTD | +35.5% | +19.0% | +16.5% | +53.5% |
| 1Y | +43.0% | +20.7% | +22.4% | +62.0% |
| All | +43.0% | +21.9% | +21.1% | +62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling