-17.5%
VST vs MDLN
+16.9%
-34.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -6.0% | +20.0% | -26.0% | -1.9% |
| 30D | -18.8% | +12.8% | -31.6% | -15.6% |
| 3M | -8.0% | +21.0% | -29.0% | -3.7% |
| 6M | -10.9% | +3.5% | -14.4% | -7.5% |
| YTD | -18.3% | -2.6% | -15.7% | -12.4% |
| All | -17.5% | +16.9% | -34.4% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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