+187.6%
MTSI vs VLTO
+54.7%
+132.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -10.7% | +13.8% | -24.5% | -13.3% |
| 30D | -29.0% | +21.2% | -50.2% | -32.5% |
| 3M | -14.7% | +21.5% | -36.2% | -19.2% |
| 6M | -20.1% | +33.0% | -53.1% | -28.0% |
| YTD | +36.1% | +17.8% | +18.3% | +30.3% |
| 1Y | +61.7% | +18.1% | +43.6% | +54.0% |
| 3Y | +210.7% | +67.6% | +143.1% | +144.9% |
| All | +187.6% | +54.7% | +132.8% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling