+301.1%
VST vs MGY
+22.0%
+279.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.1% |
| 7D | +19.2% | +3.5% | +15.6% | +17.3% |
| 30D | -17.2% | -3.0% | -14.1% | -16.1% |
| 3M | -8.1% | -7.6% | -0.5% | -5.8% |
| 6M | -8.1% | -14.4% | +6.2% | -3.5% |
| YTD | -16.3% | +13.4% | -29.7% | -26.9% |
| 1Y | -24.1% | +9.2% | -33.3% | -32.6% |
| All | +301.1% | +22.0% | +279.1% | +262.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling