+897.3%
VST vs MAR
+578.6%
+318.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.8% | -4.4% | -5.5% |
| 7D | -19.9% | +4.4% | -24.3% | -21.3% |
| 30D | -29.7% | +15.5% | -45.2% | -33.5% |
| 3M | -19.6% | +15.7% | -35.3% | -24.0% |
| 6M | -29.4% | +18.2% | -47.6% | -34.3% |
| YTD | -29.7% | +35.3% | -65.0% | -38.0% |
| 1Y | -40.0% | +48.6% | -88.7% | -49.1% |
| 3Y | +231.0% | +124.3% | +106.6% | +143.1% |
| 5Y | +500.1% | +159.7% | +340.4% | +309.3% |
| 10Y | +1,004.2% | +555.2% | +449.0% | +528.6% |
| All | +897.3% | +578.6% | +318.7% | +471.1% |
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