+432.2%
VLO vs MTSI
+208.2%
+224.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.0% | -6.0% | +1.9% |
| 7D | -6.5% | +3.5% | -10.0% | -7.1% |
| 30D | -17.8% | -30.3% | +12.6% | -14.6% |
| 3M | +19.6% | -26.0% | +45.6% | +22.6% |
| 6M | +49.3% | -36.1% | +85.4% | +54.3% |
| YTD | +122.4% | +34.3% | +88.1% | +100.2% |
| 1Y | +107.4% | +35.3% | +72.2% | +86.0% |
| 3Y | +223.1% | +217.6% | +5.4% | +134.0% |
| 5Y | +432.2% | +210.1% | +222.1% | +269.8% |
| All | +432.2% | +208.2% | +224.0% | +269.8% |
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