+1,112.0%
VST vs MAR
+544.2%
+567.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.2% | +10.7% | +10.6% |
| 7D | -9.8% | +4.3% | -14.1% | -11.4% |
| 30D | -25.1% | +16.8% | -42.0% | -29.5% |
| 3M | -11.6% | +16.0% | -27.6% | -16.6% |
| 6M | -20.9% | +16.5% | -37.4% | -26.0% |
| YTD | -22.3% | +35.0% | -57.3% | -31.4% |
| 1Y | -32.0% | +49.4% | -81.4% | -42.4% |
| 3Y | +262.4% | +124.1% | +138.3% | +166.1% |
| 5Y | +563.4% | +159.2% | +404.2% | +352.5% |
| All | +1,112.0% | +544.2% | +567.8% | +603.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling