+73.1%
MA vs VST
+761.6%
-688.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.4% |
| 7D | -2.7% | +8.9% | -11.6% | -3.4% |
| 30D | +1.5% | +6.2% | -4.7% | +1.0% |
| 3M | +20.4% | -2.7% | +23.2% | +20.3% |
| 6M | +11.1% | -8.4% | +19.5% | +11.2% |
| YTD | +2.0% | -7.2% | +9.2% | +1.6% |
| 1Y | -2.2% | -20.9% | +18.7% | -1.3% |
| 3Y | +41.9% | +384.0% | -342.1% | -11.1% |
| All | +73.1% | +761.6% | -688.5% | -6.0% |
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 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