+2,165.9%
VLO vs MTSI
+896.6%
+1,269.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -18.4% | +14.5% | -0.9% |
| 7D | -8.7% | -24.6% | +15.9% | -4.7% |
| 30D | -16.2% | -45.7% | +29.5% | -8.3% |
| 3M | +16.2% | -27.7% | +43.9% | +20.3% |
| 6M | +39.8% | -37.3% | +77.1% | +46.1% |
| YTD | +119.0% | +11.1% | +107.8% | +104.0% |
| 1Y | +110.8% | +27.2% | +83.6% | +91.1% |
| 3Y | +201.7% | +153.7% | +48.0% | +134.2% |
| 5Y | +426.2% | +159.0% | +267.2% | +297.2% |
| 10Y | +790.3% | +405.6% | +384.7% | +425.8% |
| All | +2,165.9% | +896.6% | +1,269.3% | +1,087.0% |
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