+732.2%
VST vs MDB
+924.6%
-192.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.5% |
| 7D | +10.9% | +3.0% | +8.0% | +10.6% |
| 30D | -15.6% | -11.3% | -4.3% | -14.4% |
| 3M | -7.8% | -23.0% | +15.2% | -5.6% |
| 6M | -12.0% | +14.8% | -26.7% | -15.1% |
| YTD | -16.9% | -19.4% | +2.5% | -17.1% |
| 1Y | -25.1% | -9.0% | -16.1% | -26.6% |
| 3Y | +297.1% | -10.3% | +307.3% | +272.6% |
| 5Y | +641.9% | -38.4% | +680.3% | +580.2% |
| All | +732.2% | +924.6% | -192.4% | +460.8% |
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