+759.7%
VST vs MP
+450.8%
+308.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.4% |
| 7D | +8.9% | -2.9% | +11.8% | +9.3% |
| 30D | +6.2% | +13.8% | -7.6% | +4.4% |
| 3M | -2.7% | -16.7% | +14.0% | -1.2% |
| 6M | -8.4% | -11.5% | +3.1% | -8.0% |
| YTD | -7.2% | +7.9% | -15.1% | -9.3% |
| 1Y | -20.9% | -15.0% | -5.9% | -21.4% |
| 3Y | +384.0% | +153.5% | +230.5% | +303.6% |
| 5Y | +757.1% | +58.7% | +698.4% | +626.0% |
| All | +759.7% | +450.8% | +308.9% | +562.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling