+596.5%
MA vs VST
+929.5%
-333.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -13.8% | +17.8% | +6.2% |
| 7D | +10.2% | -15.7% | +25.9% | +12.9% |
| 30D | +19.3% | -17.0% | +36.3% | +22.1% |
| 3M | +18.0% | -15.9% | +33.8% | +20.2% |
| 6M | +33.7% | -25.0% | +58.7% | +37.9% |
| YTD | +18.6% | -25.1% | +43.7% | +20.8% |
| 1Y | +22.5% | -34.9% | +57.3% | +27.9% |
| 3Y | +77.4% | +252.7% | -175.3% | +1.3% |
| 5Y | +106.6% | +582.3% | -475.7% | -7.7% |
| 10Y | +592.2% | +1,076.6% | -484.4% | +179.9% |
| All | +596.5% | +929.5% | -333.0% | +184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling