+262.4%
VST vs MAR
+122.8%
+139.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.2% | +10.7% | +10.6% |
| 7D | -9.8% | +4.3% | -14.1% | -12.0% |
| 30D | -25.1% | +16.8% | -42.0% | -31.1% |
| 3M | -11.6% | +16.0% | -27.6% | -18.5% |
| 6M | -20.9% | +16.5% | -37.4% | -28.2% |
| YTD | -22.3% | +35.0% | -57.3% | -36.2% |
| 1Y | -32.0% | +49.4% | -81.4% | -48.2% |
| 3Y | +262.4% | +124.1% | +138.3% | +132.5% |
| All | +262.4% | +122.8% | +139.6% | +132.5% |
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