+231.8%
MTSI vs VLTO
+27.2%
+204.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.0% |
| 7D | +1.4% | -2.3% | +3.7% | +2.1% |
| 30D | +2.1% | -0.9% | +3.0% | +2.2% |
| 3M | -29.7% | +13.8% | -43.6% | -34.5% |
| 6M | +12.5% | +2.0% | +10.5% | +10.8% |
| YTD | +57.0% | -3.2% | +60.2% | +58.5% |
| 1Y | +103.9% | -9.2% | +113.1% | +112.7% |
| All | +231.8% | +27.2% | +204.6% | +183.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling