+249.3%
VST vs MP
+117.4%
+131.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -5.1% | -8.8% | -13.1% |
| 7D | -15.7% | -12.5% | -3.2% | -14.0% |
| 30D | -17.0% | -23.3% | +6.4% | -13.8% |
| 3M | -15.9% | -24.4% | +8.5% | -12.7% |
| 6M | -25.0% | -45.8% | +20.8% | -19.1% |
| YTD | -25.1% | -28.9% | +3.8% | -22.8% |
| 1Y | -34.9% | -34.6% | -0.3% | -32.2% |
| All | +249.3% | +117.4% | +131.9% | +180.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling