+553.1%
MA vs VST
+1,112.0%
-559.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.6% | -11.0% | -2.2% |
| 7D | +2.3% | -9.8% | +12.1% | +3.6% |
| 30D | +14.7% | -25.1% | +39.8% | +19.5% |
| 3M | +13.5% | -11.6% | +25.1% | +14.6% |
| 6M | +33.1% | -20.9% | +54.0% | +36.0% |
| YTD | +15.1% | -22.3% | +37.4% | +16.4% |
| 1Y | +18.7% | -32.0% | +50.7% | +23.0% |
| 3Y | +72.1% | +262.4% | -190.3% | -2.7% |
| 5Y | +92.8% | +563.4% | -470.6% | -13.3% |
| All | +553.1% | +1,112.0% | -559.0% | +164.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling