+790.3%
VLO vs MTSI
+465.0%
+325.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +2.2% |
| 7D | +9.6% | +10.0% | -0.4% | +7.8% |
| 30D | -17.4% | -20.3% | +3.0% | -15.0% |
| 3M | +10.8% | -24.4% | +35.2% | +14.1% |
| 6M | +56.9% | -39.2% | +96.1% | +65.5% |
| YTD | +136.8% | +35.5% | +101.3% | +111.7% |
| 1Y | +120.7% | +43.0% | +77.6% | +94.9% |
| 3Y | +231.9% | +196.3% | +35.7% | +145.9% |
| 5Y | +479.0% | +210.0% | +269.0% | +313.9% |
| All | +790.3% | +465.0% | +325.3% | +360.7% |
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 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