+199.0%
VLO vs MTSI
+181.3%
+17.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.2% | -2.3% |
| 7D | -13.3% | -10.0% | -3.3% | -12.6% |
| 30D | -18.3% | -37.2% | +18.9% | -15.2% |
| 3M | +14.3% | -30.1% | +44.4% | +17.0% |
| 6M | +47.6% | -31.9% | +79.5% | +49.5% |
| YTD | +116.0% | +23.2% | +92.8% | +97.3% |
| 1Y | +101.0% | +26.4% | +74.6% | +82.2% |
| 3Y | +199.0% | +186.2% | +12.9% | +101.3% |
| All | +199.0% | +181.3% | +17.7% | +101.3% |
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