+897.3%
VST vs MPC
+1,115.6%
-218.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.9% | -2.2% | -4.9% |
| 7D | -19.9% | -12.8% | -7.1% | -16.2% |
| 30D | -29.7% | -12.7% | -16.9% | -26.7% |
| 3M | -19.6% | +27.1% | -46.6% | -25.8% |
| 6M | -29.4% | +45.8% | -75.2% | -38.3% |
| YTD | -29.7% | +134.7% | -164.4% | -48.3% |
| 1Y | -40.0% | +106.0% | -146.1% | -54.0% |
| 3Y | +231.0% | +165.5% | +65.5% | +129.7% |
| 5Y | +500.1% | +540.9% | -40.8% | +207.0% |
| 10Y | +1,004.2% | +1,133.6% | -129.4% | +328.3% |
| All | +897.3% | +1,115.6% | -218.3% | +292.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling