+420.0%
VLO vs MTSI
+183.3%
+236.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.2% | -2.7% |
| 7D | -13.3% | -10.0% | -3.3% | -12.4% |
| 30D | -18.3% | -37.2% | +18.9% | -14.1% |
| 3M | +14.3% | -30.1% | +44.4% | +18.0% |
| 6M | +47.6% | -31.9% | +79.5% | +50.7% |
| YTD | +116.0% | +23.2% | +92.8% | +96.5% |
| 1Y | +101.0% | +26.4% | +74.6% | +81.4% |
| 3Y | +199.0% | +186.2% | +12.9% | +119.7% |
| All | +420.0% | +183.3% | +236.7% | +265.6% |
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