+500.1%
VST vs MP
-13.9%
+514.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.0% | -0.1% | -5.3% |
| 7D | -19.9% | -19.0% | -0.9% | -17.4% |
| 30D | -29.7% | -30.5% | +0.8% | -26.0% |
| 3M | -19.6% | -29.6% | +10.0% | -15.7% |
| 6M | -29.4% | -50.4% | +21.0% | -23.0% |
| YTD | -29.7% | -33.2% | +3.5% | -26.9% |
| 1Y | -40.0% | -38.6% | -1.5% | -37.1% |
| 3Y | +231.0% | +105.5% | +125.5% | +174.0% |
| 5Y | +500.1% | -7.8% | +507.9% | +447.4% |
| All | +500.1% | -13.9% | +514.0% | +447.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling