+838.3%
VST vs MGY
+168.1%
+670.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.8% |
| 7D | +10.9% | +2.6% | +8.4% | +10.0% |
| 30D | -15.6% | -2.0% | -13.6% | -15.2% |
| 3M | -7.8% | -7.8% | +0.1% | -6.1% |
| 6M | -12.0% | -13.9% | +1.9% | -9.3% |
| YTD | -16.9% | +11.6% | -28.5% | -21.3% |
| 1Y | -25.1% | +6.7% | -31.8% | -28.2% |
| 3Y | +297.1% | +20.6% | +276.4% | +269.6% |
| 5Y | +641.9% | +32.4% | +609.5% | +550.3% |
| All | +838.3% | +168.1% | +670.2% | +470.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling