+1,164.9%
VST vs MDT
+62.9%
+1,101.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.8% |
| 7D | +6.6% | +1.0% | +5.5% | +6.2% |
| 30D | -12.4% | +9.2% | -21.5% | -15.9% |
| 3M | -9.0% | +14.5% | -23.5% | -14.6% |
| 6M | -6.4% | +37.3% | -43.8% | -19.3% |
| YTD | -17.2% | +9.8% | -27.0% | -21.6% |
| 1Y | -22.0% | +10.5% | -32.6% | -26.5% |
| 3Y | +296.7% | +57.4% | +239.2% | +205.4% |
| 5Y | +637.6% | +1.2% | +636.4% | +606.4% |
| All | +1,164.9% | +62.9% | +1,101.9% | +871.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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