+202.4%
VLO vs MTSI
+224.7%
-22.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.3% |
| 7D | +5.2% | +1.4% | +3.8% | +5.1% |
| 30D | +22.6% | +2.1% | +20.5% | +21.9% |
| 3M | +43.8% | -29.7% | +73.5% | +47.7% |
| 6M | +65.7% | +12.5% | +53.2% | +59.0% |
| YTD | +131.1% | +57.0% | +74.1% | +108.2% |
| 1Y | +143.6% | +103.9% | +39.7% | +107.2% |
| All | +202.4% | +224.7% | -22.3% | +120.5% |
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 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