-20.9%
VST vs MAR
+27.3%
-48.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.9% | -4.2% | +13.1% | +9.8% |
| 30D | +6.2% | -6.7% | +12.9% | +7.6% |
| 3M | -2.7% | -12.5% | +9.8% | -0.1% |
| 6M | -8.4% | +0.6% | -8.9% | -10.6% |
| YTD | -7.2% | +9.1% | -16.3% | -10.2% |
| 1Y | -20.9% | +26.2% | -47.1% | -23.3% |
| All | -20.9% | +27.3% | -48.2% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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