+678.2%
VST vs MDB
+848.0%
-169.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.7% | +7.8% | +10.2% |
| 7D | -9.8% | -11.4% | +1.6% | -8.5% |
| 30D | -25.1% | -13.8% | -11.3% | -23.8% |
| 3M | -11.6% | -15.5% | +3.9% | -10.6% |
| 6M | -20.9% | +17.9% | -38.9% | -24.2% |
| YTD | -22.3% | -25.5% | +3.2% | -21.7% |
| 1Y | -32.0% | -12.1% | -19.9% | -33.2% |
| 3Y | +262.4% | -5.9% | +268.3% | +239.3% |
| 5Y | +563.4% | -43.7% | +607.1% | +514.2% |
| All | +678.2% | +848.0% | -169.7% | +429.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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