-34.9%
VST vs MAR
+62.0%
-96.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.0% | -15.9% | -14.2% |
| 7D | -15.7% | +7.7% | -23.4% | -17.1% |
| 30D | -17.0% | +19.4% | -36.4% | -19.9% |
| 3M | -15.9% | +23.3% | -39.2% | -19.5% |
| 6M | -25.0% | +22.8% | -47.8% | -29.5% |
| YTD | -25.1% | +37.8% | -62.9% | -32.5% |
| 1Y | -34.9% | +57.4% | -92.2% | -43.8% |
| All | -34.9% | +62.0% | -96.9% | -43.8% |
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