+1,112.0%
VST vs MPC
+1,096.9%
+15.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.2% | +11.8% | +10.9% |
| 7D | -9.8% | -16.2% | +6.4% | -4.4% |
| 30D | -25.1% | -15.7% | -9.4% | -21.2% |
| 3M | -11.6% | +24.9% | -36.5% | -18.0% |
| 6M | -20.9% | +52.7% | -73.6% | -31.9% |
| YTD | -22.3% | +131.9% | -154.2% | -42.6% |
| 1Y | -32.0% | +96.6% | -128.6% | -47.0% |
| 3Y | +262.4% | +163.8% | +98.6% | +152.1% |
| 5Y | +563.4% | +533.1% | +30.2% | +241.4% |
| All | +1,112.0% | +1,096.9% | +15.2% | +421.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling