-20.9%
VST vs MGY
+15.5%
-36.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.5% |
| 7D | +8.9% | +2.1% | +6.8% | +8.9% |
| 30D | +6.2% | +13.8% | -7.6% | +6.3% |
| 3M | -2.7% | -4.3% | +1.6% | -3.1% |
| 6M | -8.4% | -5.1% | -3.3% | -9.4% |
| YTD | -7.2% | +24.8% | -32.0% | -12.6% |
| 1Y | -20.9% | +11.8% | -32.7% | -22.6% |
| All | -20.9% | +15.5% | -36.4% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling