+717.1%
VLO vs MTSI
+454.4%
+262.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -9.5% | -3.8% | -5.7% | -9.3% |
| 30D | -19.1% | -31.4% | +12.2% | -14.7% |
| 3M | +11.4% | -23.8% | +35.1% | +14.6% |
| 6M | +46.7% | -37.1% | +83.8% | +53.8% |
| YTD | +118.6% | +32.2% | +86.4% | +96.5% |
| 1Y | +99.9% | +26.9% | +72.9% | +80.7% |
| 3Y | +210.5% | +193.7% | +16.7% | +130.6% |
| 5Y | +432.7% | +218.0% | +214.6% | +279.1% |
| 10Y | +717.1% | +477.8% | +239.4% | +325.5% |
| All | +717.1% | +454.4% | +262.7% | +325.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling