+962.7%
VST vs MAS
+197.3%
+765.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.6% | -19.5% | -15.7% |
| 7D | -15.7% | +14.2% | -29.9% | -19.8% |
| 30D | -17.0% | +26.8% | -43.8% | -24.0% |
| 3M | -15.9% | +13.1% | -29.0% | -20.1% |
| 6M | -25.0% | +27.9% | -52.9% | -32.2% |
| YTD | -25.1% | +38.7% | -63.8% | -34.7% |
| 1Y | -34.9% | +40.4% | -75.2% | -43.5% |
| 3Y | +252.7% | +66.1% | +186.6% | +181.3% |
| 5Y | +582.3% | +47.4% | +534.9% | +454.0% |
| 10Y | +1,076.6% | +238.3% | +838.2% | +601.7% |
| All | +962.7% | +197.3% | +765.4% | +543.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling