+560.5%
VLO vs MTSI
+320.9%
+239.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.4% |
| 7D | +5.2% | +1.4% | +3.8% | +5.0% |
| 30D | +22.6% | +2.1% | +20.5% | +21.7% |
| 3M | +43.8% | -29.7% | +73.5% | +49.1% |
| 6M | +65.7% | +12.5% | +53.2% | +58.1% |
| YTD | +131.1% | +57.0% | +74.1% | +105.9% |
| 1Y | +143.6% | +103.9% | +39.7% | +104.8% |
| 3Y | +201.4% | +223.6% | -22.2% | +121.7% |
| All | +560.5% | +320.9% | +239.6% | +333.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling