+55.9%
VZ vs MTSI
+181.3%
-125.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.8% | +0.1% |
| 7D | +2.1% | -10.0% | +12.1% | +1.3% |
| 30D | +1.4% | -37.2% | +38.6% | -2.5% |
| 3M | -1.3% | -30.1% | +28.8% | -3.6% |
| 6M | -0.5% | -31.9% | +31.4% | -2.4% |
| YTD | +19.6% | +23.2% | -3.5% | +24.2% |
| 1Y | +22.4% | +26.4% | -4.0% | +27.4% |
| 3Y | +55.9% | +186.2% | -130.3% | +70.2% |
| All | +55.9% | +181.3% | -125.4% | +70.2% |
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