+134.8%
MTSI vs VLTO
+54.1%
+80.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.4% | -17.9% | -18.3% |
| 7D | -24.6% | +12.0% | -36.6% | -26.5% |
| 30D | -45.7% | +20.8% | -66.6% | -48.4% |
| 3M | -27.7% | +20.1% | -47.9% | -31.3% |
| 6M | -37.3% | +32.6% | -69.9% | -43.5% |
| YTD | +11.1% | +17.3% | -6.2% | +6.5% |
| 1Y | +27.2% | +17.3% | +9.9% | +21.4% |
| 3Y | +153.7% | +66.9% | +86.8% | +100.2% |
| All | +134.8% | +54.1% | +80.7% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling