+551.1%
VST vs MP
+240.8%
+310.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.0% | -0.1% | -5.4% |
| 7D | -19.9% | -19.0% | -0.9% | -17.7% |
| 30D | -29.7% | -30.5% | +0.8% | -26.5% |
| 3M | -19.6% | -29.6% | +10.0% | -16.2% |
| 6M | -29.4% | -50.4% | +21.0% | -23.8% |
| YTD | -29.7% | -33.2% | +3.5% | -27.3% |
| 1Y | -40.0% | -38.6% | -1.5% | -37.5% |
| 3Y | +231.0% | +105.5% | +125.5% | +185.2% |
| 5Y | +500.1% | -7.8% | +507.9% | +442.1% |
| All | +551.1% | +240.8% | +310.3% | +431.7% |
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