-40.0%
VST vs MTSI
+31.6%
-71.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -18.4% | +12.2% | -0.2% |
| 7D | -19.9% | -24.6% | +4.7% | -12.7% |
| 30D | -29.7% | -45.7% | +16.1% | -15.7% |
| 3M | -19.6% | -27.7% | +8.2% | -12.1% |
| 6M | -29.4% | -37.3% | +7.9% | -20.5% |
| YTD | -29.7% | +11.1% | -40.9% | -38.3% |
| 1Y | -40.0% | +27.2% | -67.2% | -48.9% |
| All | -40.0% | +31.6% | -71.7% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling