+22.3%
VZ vs MTSI
+247.2%
-224.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | +1.3% |
| 7D | +0.9% | +7.2% | -6.2% | +1.5% |
| 30D | +8.9% | -18.4% | +27.4% | +8.0% |
| 3M | +0.1% | -16.7% | +16.8% | -0.3% |
| 6M | +1.9% | -31.7% | +33.6% | +1.0% |
| YTD | +22.0% | +45.9% | -23.9% | +24.9% |
| 1Y | +22.1% | +47.0% | -24.9% | +25.0% |
| 3Y | +58.7% | +224.1% | -165.4% | +62.5% |
| 5Y | +22.3% | +238.5% | -216.2% | +19.0% |
| All | +22.3% | +247.2% | -224.9% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling