+608.4%
VST vs MAR
+181.1%
+427.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | +6.6% | +1.6% | +5.0% | +5.8% |
| 30D | -12.4% | +13.8% | -26.2% | -17.2% |
| 3M | -9.0% | +20.3% | -29.3% | -16.2% |
| 6M | -6.4% | +21.3% | -27.8% | -15.0% |
| YTD | -17.2% | +37.2% | -54.4% | -29.1% |
| 1Y | -22.0% | +48.4% | -70.5% | -35.9% |
| 3Y | +296.7% | +120.1% | +176.5% | +177.9% |
| All | +608.4% | +181.1% | +427.3% | +346.6% |
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