+2,291.6%
VLO vs MTSI
+1,308.1%
+983.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.6% |
| 7D | +5.2% | +1.4% | +3.8% | +5.0% |
| 30D | +22.6% | +2.1% | +20.5% | +21.5% |
| 3M | +43.8% | -29.7% | +73.5% | +50.4% |
| 6M | +65.7% | +12.5% | +53.2% | +57.9% |
| YTD | +131.1% | +57.0% | +74.1% | +106.0% |
| 1Y | +143.6% | +103.9% | +39.7% | +106.0% |
| 3Y | +201.4% | +223.6% | -22.2% | +127.8% |
| 5Y | +568.9% | +321.6% | +247.3% | +370.6% |
| 10Y | +891.8% | +517.7% | +374.1% | +472.0% |
| All | +2,291.6% | +1,308.1% | +983.5% | +1,098.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling