+92.3%
MA vs VST
+561.4%
-469.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.6% | -11.0% | -1.2% |
| 7D | +2.3% | -9.8% | +12.1% | +2.9% |
| 30D | +14.7% | -25.1% | +39.8% | +16.9% |
| 3M | +13.5% | -11.6% | +25.1% | +14.0% |
| 6M | +33.1% | -20.9% | +54.0% | +34.5% |
| YTD | +15.1% | -22.3% | +37.4% | +15.7% |
| 1Y | +18.7% | -32.0% | +50.7% | +21.0% |
| 3Y | +72.1% | +262.4% | -190.3% | +9.1% |
| All | +92.3% | +561.4% | -469.1% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling