+1,079.0%
VST vs MAR
+597.9%
+481.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +10.9% | +1.0% | +9.9% | +10.5% |
| 30D | -15.6% | +16.2% | -31.8% | -20.3% |
| 3M | -7.8% | +23.1% | -30.8% | -14.9% |
| 6M | -12.0% | +22.0% | -33.9% | -19.0% |
| YTD | -16.9% | +39.2% | -56.1% | -27.5% |
| 1Y | -25.1% | +48.3% | -73.3% | -36.3% |
| 3Y | +297.1% | +123.4% | +173.7% | +191.7% |
| 5Y | +641.9% | +185.4% | +456.5% | +389.9% |
| 10Y | +1,142.3% | +539.2% | +603.1% | +605.8% |
| All | +1,079.0% | +597.9% | +481.0% | +568.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling