+262.4%
VST vs MDT
+54.6%
+207.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.9% | +13.4% | +10.1% |
| 7D | -9.8% | +5.4% | -15.3% | -9.2% |
| 30D | -25.1% | +19.1% | -44.2% | -24.2% |
| 3M | -11.6% | +19.5% | -31.0% | -10.5% |
| 6M | -20.9% | +33.5% | -54.4% | -20.1% |
| YTD | -22.3% | +8.7% | -31.0% | -20.9% |
| 1Y | -32.0% | +16.8% | -48.8% | -30.9% |
| 3Y | +262.4% | +53.0% | +209.4% | +268.5% |
| All | +262.4% | +54.6% | +207.8% | +268.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling