+262.4%
VST vs MDB
-9.9%
+272.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.7% | +7.8% | +10.0% |
| 7D | -9.8% | -11.4% | +1.6% | -7.7% |
| 30D | -25.1% | -13.8% | -11.3% | -23.0% |
| 3M | -11.6% | -15.5% | +3.9% | -10.2% |
| 6M | -20.9% | +17.9% | -38.9% | -27.1% |
| YTD | -22.3% | -25.5% | +3.2% | -21.1% |
| 1Y | -32.0% | -12.1% | -19.9% | -34.4% |
| 3Y | +262.4% | -5.9% | +268.3% | +217.5% |
| All | +262.4% | -9.9% | +272.3% | +217.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling