+359.1%
VST vs MGY
+23.8%
+335.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.7% |
| 7D | +9.9% | -0.9% | +10.8% | +10.2% |
| 30D | +7.9% | +10.1% | -2.2% | +3.3% |
| 3M | +3.4% | -1.5% | +4.9% | +3.3% |
| 6M | -4.1% | -4.9% | +0.8% | -4.2% |
| YTD | -5.7% | +27.7% | -33.4% | -20.7% |
| 1Y | -18.9% | +20.1% | -38.9% | -29.8% |
| 3Y | +359.1% | +24.9% | +334.2% | +300.1% |
| All | +359.1% | +23.8% | +335.2% | +300.1% |
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