+1,216.9%
VST vs MAS
+149.0%
+1,067.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +2.9% |
| 7D | +8.9% | -0.8% | +9.7% | +9.2% |
| 30D | +6.2% | -5.6% | +11.8% | +8.2% |
| 3M | -2.7% | +4.4% | -7.2% | -5.0% |
| 6M | -8.4% | +7.2% | -15.6% | -11.8% |
| YTD | -7.2% | +16.1% | -23.3% | -13.4% |
| 1Y | -20.9% | +0.1% | -21.0% | -22.6% |
| 3Y | +384.0% | +28.3% | +355.7% | +324.6% |
| 5Y | +757.1% | +30.5% | +726.6% | +628.5% |
| All | +1,216.9% | +149.0% | +1,067.9% | +753.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling