+25.2%
VZ vs MTSI
+59.5%
-34.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +1.9% |
| 7D | +6.9% | -10.7% | +17.6% | +5.6% |
| 30D | +2.3% | -29.0% | +31.2% | -1.1% |
| 3M | 0.0% | -14.7% | +14.7% | -0.9% |
| 6M | +0.2% | -20.1% | +20.3% | -0.2% |
| YTD | +20.9% | +36.1% | -15.2% | +27.2% |
| 1Y | +25.2% | +61.7% | -36.5% | +33.1% |
| All | +25.2% | +59.5% | -34.3% | +33.1% |
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