+25.5%
VZ vs MTSI
+320.9%
-295.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -0.7% |
| 7D | +0.1% | +1.4% | -1.3% | +0.2% |
| 30D | +7.9% | +2.1% | +5.8% | +8.1% |
| 3M | +13.6% | -29.7% | +43.4% | +12.3% |
| 6M | +1.1% | +12.5% | -11.4% | +2.1% |
| YTD | +29.3% | +57.0% | -27.7% | +32.1% |
| 1Y | +21.2% | +103.9% | -82.7% | +25.0% |
| 3Y | +75.9% | +223.6% | -147.7% | +80.1% |
| All | +25.5% | +320.9% | -295.4% | +22.2% |
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 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