+1,216.9%
VST vs MPC
+1,152.9%
+63.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +8.9% | +5.4% | +3.5% | +7.1% |
| 30D | +6.2% | +31.0% | -24.8% | -2.7% |
| 3M | -2.7% | +46.0% | -48.8% | -14.4% |
| 6M | -8.4% | +77.3% | -85.7% | -25.0% |
| YTD | -7.2% | +141.9% | -149.1% | -32.2% |
| 1Y | -20.9% | +120.9% | -141.8% | -40.6% |
| 3Y | +384.0% | +182.7% | +201.3% | +230.1% |
| 5Y | +757.1% | +646.4% | +110.6% | +318.8% |
| All | +1,216.9% | +1,152.9% | +63.9% | +414.3% |
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