+21.5%
VZ vs MTSI
+153.3%
-131.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -18.4% | +18.2% | -1.3% |
| 7D | +5.6% | -24.6% | +30.2% | +3.9% |
| 30D | +1.9% | -45.7% | +47.6% | -1.4% |
| 3M | +0.8% | -27.7% | +28.5% | -0.7% |
| 6M | +0.6% | -37.3% | +37.9% | -1.2% |
| YTD | +20.8% | +11.1% | +9.6% | +21.4% |
| 1Y | +23.9% | +27.2% | -3.2% | +25.2% |
| 3Y | +55.7% | +153.7% | -98.0% | +56.6% |
| 5Y | +21.5% | +159.0% | -137.4% | +16.8% |
| All | +21.5% | +153.3% | -131.8% | +16.8% |
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