+593.8%
VST vs MP
+262.7%
+331.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -5.1% | -8.8% | -13.2% |
| 7D | -15.7% | -12.5% | -3.2% | -14.3% |
| 30D | -17.0% | -23.3% | +6.4% | -14.2% |
| 3M | -15.9% | -24.4% | +8.5% | -13.2% |
| 6M | -25.0% | -45.8% | +20.8% | -19.9% |
| YTD | -25.1% | -28.9% | +3.8% | -23.1% |
| 1Y | -34.9% | -34.6% | -0.3% | -32.6% |
| 3Y | +252.7% | +118.7% | +134.0% | +201.5% |
| 5Y | +582.3% | -3.1% | +585.4% | +512.1% |
| All | +593.8% | +262.7% | +331.1% | +462.0% |
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