+145.1%
MS vs VST
+761.6%
-616.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.3% | -0.5% |
| 7D | +1.4% | +8.9% | -7.5% | -0.5% |
| 30D | -0.3% | +6.2% | -6.5% | -1.6% |
| 3M | +0.3% | -2.7% | +3.0% | +0.5% |
| 6M | +31.3% | -8.4% | +39.7% | +32.3% |
| YTD | +24.7% | -7.2% | +31.9% | +24.6% |
| 1Y | +47.9% | -20.9% | +68.8% | +51.9% |
| 3Y | +178.3% | +384.0% | -205.7% | +66.2% |
| All | +145.1% | +761.6% | -616.5% | +25.1% |
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