+619.8%
VST vs MP
+257.7%
+362.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.9% | +5.6% | +9.9% |
| 7D | -9.8% | -10.5% | +0.7% | -8.4% |
| 30D | -25.1% | -23.5% | -1.6% | -22.6% |
| 3M | -11.6% | -25.4% | +13.9% | -8.5% |
| 6M | -20.9% | -51.3% | +30.3% | -14.4% |
| YTD | -22.3% | -29.9% | +7.6% | -20.0% |
| 1Y | -32.0% | -31.8% | -0.2% | -29.9% |
| 3Y | +262.4% | +127.0% | +135.4% | +209.0% |
| 5Y | +563.4% | -3.3% | +566.6% | +496.0% |
| All | +619.8% | +257.7% | +362.1% | +484.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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