+227.8%
VST vs MPC
+163.4%
+64.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.9% | -2.2% | -5.0% |
| 7D | -19.9% | -12.8% | -7.1% | -16.6% |
| 30D | -29.7% | -12.7% | -16.9% | -27.1% |
| 3M | -19.6% | +27.1% | -46.6% | -25.2% |
| 6M | -29.4% | +45.8% | -75.2% | -37.5% |
| YTD | -29.7% | +134.7% | -164.4% | -49.2% |
| 1Y | -40.0% | +106.0% | -146.1% | -54.2% |
| All | +227.8% | +163.4% | +64.4% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling