+373.4%
VST vs MTSI
+224.7%
+148.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | +0.1% | +1.7% |
| 7D | +8.9% | +1.4% | +7.5% | +8.1% |
| 30D | +6.2% | +2.1% | +4.1% | +3.1% |
| 3M | -2.7% | -29.7% | +27.0% | +13.7% |
| 6M | -8.4% | +12.5% | -20.9% | -21.9% |
| YTD | -7.2% | +57.0% | -64.2% | -37.6% |
| 1Y | -20.9% | +103.9% | -124.8% | -56.3% |
| All | +373.4% | +224.7% | +148.7% | +136.4% |
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