+65.5%
VZ vs MTSI
+448.7%
-383.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.8% | -0.9% |
| 7D | +2.1% | -10.0% | +12.1% | +2.2% |
| 30D | +1.4% | -37.2% | +38.6% | +1.5% |
| 3M | -1.3% | -30.1% | +28.8% | -1.2% |
| 6M | -0.5% | -31.9% | +31.4% | -0.6% |
| YTD | +19.6% | +23.2% | -3.5% | +18.2% |
| 1Y | +22.4% | +26.4% | -4.0% | +20.8% |
| 3Y | +55.9% | +186.2% | -130.3% | +48.6% |
| 5Y | +20.4% | +187.0% | -166.6% | +13.9% |
| All | +65.5% | +448.7% | -383.2% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling