+227.8%
VST vs MAR
+123.2%
+104.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.8% | -4.4% | -5.3% |
| 7D | -19.9% | +4.4% | -24.3% | -21.9% |
| 30D | -29.7% | +15.5% | -45.2% | -34.9% |
| 3M | -19.6% | +15.7% | -35.3% | -25.7% |
| 6M | -29.4% | +18.2% | -47.6% | -36.5% |
| YTD | -29.7% | +35.3% | -65.0% | -42.3% |
| 1Y | -40.0% | +48.6% | -88.7% | -54.1% |
| All | +227.8% | +123.2% | +104.6% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling