+120.6%
VLO vs MTSI
+59.5%
+61.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.8% |
| 7D | -6.0% | -10.7% | +4.7% | -6.2% |
| 30D | -12.9% | -29.0% | +16.1% | -13.5% |
| 3M | +18.3% | -14.7% | +33.0% | +18.2% |
| 6M | +46.4% | -20.1% | +66.5% | +46.4% |
| YTD | +127.7% | +36.1% | +91.6% | +132.7% |
| 1Y | +120.6% | +61.7% | +58.9% | +116.7% |
| All | +120.6% | +59.5% | +61.1% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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