+960.7%
VST vs MGY
+210.8%
+749.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.8% |
| 7D | +5.3% | +1.5% | +3.8% | +4.9% |
| 30D | +5.8% | +6.8% | -1.1% | +3.7% |
| 3M | +3.5% | +2.6% | +0.9% | +2.1% |
| 6M | -7.4% | -3.1% | -4.3% | -7.8% |
| YTD | -6.1% | +29.4% | -35.5% | -14.3% |
| 1Y | -21.6% | +22.3% | -43.9% | -27.5% |
| 3Y | +357.2% | +26.6% | +330.6% | +319.3% |
| 5Y | +777.0% | +92.1% | +684.9% | +597.2% |
| All | +960.7% | +210.8% | +749.9% | +521.0% |
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