-29.4%
VST vs MAR
+20.6%
-50.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.8% | -4.4% | -6.4% |
| 7D | -19.9% | +4.4% | -24.3% | -19.6% |
| 30D | -29.7% | +15.5% | -45.2% | -28.5% |
| 3M | -19.6% | +15.7% | -35.3% | -18.0% |
| 6M | -29.4% | +18.2% | -47.6% | -30.7% |
| All | -29.4% | +20.6% | -50.0% | -30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling