+1,162.4%
VST vs MAR
+528.1%
+634.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -3.0% |
| 7D | -6.0% | +2.9% | -8.9% | -7.1% |
| 30D | -18.8% | +17.0% | -35.8% | -23.5% |
| 3M | -8.0% | +23.2% | -31.2% | -15.2% |
| 6M | -10.9% | +21.7% | -32.7% | -18.0% |
| YTD | -18.3% | +38.9% | -57.2% | -28.7% |
| 1Y | -29.9% | +48.7% | -78.6% | -40.5% |
| 3Y | +290.3% | +122.9% | +167.4% | +186.7% |
| 5Y | +635.3% | +177.5% | +457.8% | +389.4% |
| 10Y | +1,162.4% | +537.5% | +624.8% | +629.9% |
| All | +1,162.4% | +528.1% | +634.2% | +629.9% |
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