+179.4%
MTSI vs VLTO
+56.3%
+123.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | -3.8% | +1.6% | -5.5% | -4.1% |
| 30D | -31.4% | +22.0% | -53.3% | -34.8% |
| 3M | -23.8% | +21.9% | -45.6% | -27.7% |
| 6M | -37.1% | +36.5% | -73.6% | -43.9% |
| YTD | +32.2% | +19.0% | +13.2% | +26.4% |
| 1Y | +26.9% | +21.0% | +6.0% | +19.8% |
| 3Y | +193.7% | +69.9% | +123.9% | +130.9% |
| All | +179.4% | +56.3% | +123.0% | +125.9% |
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