+996.4%
VST vs MLM
+190.7%
+805.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.2% | -1.0% | -4.1% |
| 7D | -19.9% | -1.2% | -18.7% | -19.7% |
| 30D | -29.7% | +7.9% | -37.6% | -32.1% |
| 3M | -19.6% | -4.5% | -15.1% | -18.5% |
| 6M | -29.4% | -12.6% | -16.7% | -26.3% |
| YTD | -29.7% | -14.9% | -14.9% | -26.0% |
| 1Y | -40.0% | -13.1% | -27.0% | -37.4% |
| 3Y | +231.0% | +21.2% | +209.8% | +205.2% |
| 5Y | +500.1% | +32.0% | +468.1% | +425.3% |
| All | +996.4% | +190.7% | +805.6% | +622.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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