+65.7%
VLO vs MTSI
+10.3%
+55.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | +0.2% |
| 7D | +5.2% | +1.4% | +3.8% | +5.3% |
| 30D | +22.6% | +2.1% | +20.5% | +22.9% |
| 3M | +43.8% | -29.7% | +73.5% | +38.5% |
| 6M | +65.7% | +12.5% | +53.2% | +76.2% |
| All | +65.7% | +10.3% | +55.5% | +76.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling