+373.4%
VST vs MDB
-5.3%
+378.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.1% | +7.6% | +4.2% |
| 7D | +8.9% | -17.4% | +26.3% | +12.2% |
| 30D | +6.2% | -2.0% | +8.2% | +5.7% |
| 3M | -2.7% | -3.0% | +0.3% | -3.6% |
| 6M | -8.4% | +48.7% | -57.0% | -18.9% |
| YTD | -7.2% | -12.1% | +4.9% | -8.0% |
| 1Y | -20.9% | +14.5% | -35.4% | -27.2% |
| All | +373.4% | -5.3% | +378.7% | +298.4% |
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