-2.2%
MA vs VST
-20.6%
+18.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -0.8% |
| 7D | -2.7% | +8.9% | -11.6% | -2.1% |
| 30D | +1.5% | +6.2% | -4.7% | +2.0% |
| 3M | +20.4% | -2.7% | +23.2% | +20.2% |
| 6M | +11.1% | -8.4% | +19.5% | +10.7% |
| YTD | +2.0% | -7.2% | +9.2% | +1.9% |
| 1Y | -2.2% | -20.9% | +18.7% | -3.4% |
| All | -2.2% | -20.6% | +18.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling