+1,216.9%
VST vs MTSI
+528.5%
+688.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | +0.1% | +2.7% |
| 7D | +8.9% | +1.4% | +7.5% | +8.5% |
| 30D | +6.2% | +2.1% | +4.1% | +5.1% |
| 3M | -2.7% | -29.7% | +27.0% | +4.3% |
| 6M | -8.4% | +12.5% | -20.9% | -12.6% |
| YTD | -7.2% | +57.0% | -64.2% | -18.2% |
| 1Y | -20.9% | +103.9% | -124.8% | -34.3% |
| 3Y | +384.0% | +223.6% | +160.4% | +278.2% |
| 5Y | +757.1% | +321.6% | +435.5% | +537.3% |
| All | +1,216.9% | +528.5% | +688.3% | +715.3% |
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