+227.8%
VST vs MTSI
+153.8%
+74.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -18.4% | +12.2% | +3.2% |
| 7D | -19.9% | -24.6% | +4.7% | -8.4% |
| 30D | -29.7% | -45.7% | +16.1% | -5.4% |
| 3M | -19.6% | -27.7% | +8.2% | -9.2% |
| 6M | -29.4% | -37.3% | +7.9% | -17.5% |
| YTD | -29.7% | +11.1% | -40.9% | -45.7% |
| 1Y | -40.0% | +27.2% | -67.2% | -58.4% |
| All | +227.8% | +153.8% | +74.0% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling