+626.3%
VST vs MRNA
+554.4%
+71.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | +0.8% |
| 7D | -0.6% | -1.1% | +0.5% | -0.6% |
| 30D | +1.2% | +126.1% | -125.0% | -3.0% |
| 3M | +1.5% | +190.0% | -188.5% | -3.9% |
| 6M | -6.5% | +157.2% | -163.7% | -11.2% |
| YTD | -7.8% | +388.2% | -396.0% | -14.7% |
| 1Y | -26.9% | +467.0% | -493.9% | -33.0% |
| 3Y | +353.9% | +36.1% | +317.8% | +328.7% |
| 5Y | +782.7% | -68.0% | +850.7% | +733.4% |
| All | +626.3% | +554.4% | +71.9% | +550.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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