+1,205.2%
VST vs MDY
+180.7%
+1,024.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.2% | +4.1% | +4.4% |
| 7D | -0.5% | +0.7% | -1.2% | -1.0% |
| 30D | -17.1% | +1.3% | -18.4% | -17.8% |
| 3M | -4.6% | -4.1% | -0.5% | -0.6% |
| 6M | -9.1% | +1.0% | -10.1% | -9.3% |
| YTD | -16.6% | +13.3% | -29.9% | -24.7% |
| 1Y | -29.5% | +15.7% | -45.2% | -37.6% |
| 3Y | +297.5% | +59.6% | +238.0% | +181.9% |
| 5Y | +654.5% | +36.3% | +618.2% | +495.1% |
| 10Y | +1,205.2% | +173.6% | +1,031.6% | +463.3% |
| All | +1,205.2% | +180.7% | +1,024.5% | +463.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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