+203.1%
VLO vs MTSI
+153.8%
+49.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -18.4% | +14.5% | -2.1% |
| 7D | -8.7% | -24.6% | +15.9% | -6.5% |
| 30D | -16.2% | -45.7% | +29.5% | -11.8% |
| 3M | +16.2% | -27.7% | +43.9% | +18.4% |
| 6M | +39.8% | -37.3% | +77.1% | +42.6% |
| YTD | +119.0% | +11.1% | +107.8% | +102.0% |
| 1Y | +110.8% | +27.2% | +83.6% | +88.5% |
| All | +203.1% | +153.8% | +49.3% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling