+13.9%
MS vs VST
-25.0%
+38.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.9% |
| 7D | +3.7% | +19.2% | -15.5% | +0.9% |
| 30D | +2.0% | -17.2% | +19.1% | +4.8% |
| 3M | -12.6% | -8.1% | -4.4% | -11.9% |
| 6M | -0.3% | -8.1% | +7.9% | +0.1% |
| YTD | +9.0% | -16.3% | +25.2% | +10.4% |
| 1Y | +13.9% | -24.1% | +38.0% | +17.3% |
| All | +13.9% | -25.0% | +38.8% | +17.3% |
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