+769.3%
VST vs MAR
+165.1%
+604.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.9% | -4.2% | +13.1% | +10.8% |
| 30D | +6.2% | -6.7% | +12.9% | +9.2% |
| 3M | -2.7% | -12.5% | +9.8% | +2.2% |
| 6M | -8.4% | +0.6% | -8.9% | -9.8% |
| YTD | -7.2% | +9.1% | -16.3% | -11.9% |
| 1Y | -20.9% | +26.2% | -47.1% | -30.1% |
| 3Y | +384.0% | +68.2% | +315.8% | +284.9% |
| All | +769.3% | +165.1% | +604.3% | +535.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling