+373.4%
VST vs MPC
+181.4%
+192.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +8.9% | +5.4% | +3.5% | +7.3% |
| 30D | +6.2% | +31.0% | -24.8% | -2.0% |
| 3M | -2.7% | +46.0% | -48.8% | -13.6% |
| 6M | -8.4% | +77.3% | -85.7% | -24.7% |
| YTD | -7.2% | +141.9% | -149.1% | -33.8% |
| 1Y | -20.9% | +120.9% | -141.8% | -41.6% |
| All | +373.4% | +181.4% | +192.0% | +208.0% |
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