+604.0%
VST vs MDB
+823.0%
-219.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.2% | +1.1% | -5.3% |
| 7D | -19.9% | -20.9% | +1.0% | -17.7% |
| 30D | -29.7% | -15.6% | -14.1% | -28.2% |
| 3M | -19.6% | -19.1% | -0.5% | -18.2% |
| 6M | -29.4% | +14.2% | -43.6% | -32.1% |
| YTD | -29.7% | -27.4% | -2.3% | -29.0% |
| 1Y | -40.0% | -13.0% | -27.0% | -41.0% |
| 3Y | +231.0% | -11.2% | +242.2% | +211.6% |
| 5Y | +500.1% | -45.2% | +545.2% | +457.2% |
| All | +604.0% | +823.0% | -219.0% | +380.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling