+635.3%
VST vs MAR
+173.3%
+462.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -3.1% |
| 7D | -6.0% | +2.9% | -8.9% | -7.3% |
| 30D | -18.8% | +17.0% | -35.8% | -24.2% |
| 3M | -8.0% | +23.2% | -31.2% | -16.1% |
| 6M | -10.9% | +21.7% | -32.7% | -19.1% |
| YTD | -18.3% | +38.9% | -57.2% | -30.4% |
| 1Y | -29.9% | +48.7% | -78.6% | -42.4% |
| 3Y | +290.3% | +122.9% | +167.4% | +172.6% |
| 5Y | +635.3% | +177.5% | +457.8% | +366.8% |
| All | +635.3% | +173.3% | +462.0% | +366.8% |
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