+47.9%
MS vs VST
-20.6%
+68.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.3% | -0.3% |
| 7D | +1.4% | +8.9% | -7.5% | -0.1% |
| 30D | -0.3% | +6.2% | -6.5% | -1.3% |
| 3M | +0.3% | -2.7% | +3.0% | +0.4% |
| 6M | +31.3% | -8.4% | +39.7% | +31.6% |
| YTD | +24.7% | -7.2% | +31.9% | +24.8% |
| 1Y | +47.9% | -20.9% | +68.8% | +52.0% |
| All | +47.9% | -20.6% | +68.5% | +52.0% |
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 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