-20.9%
VST vs MSI
-0.7%
-20.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.5% |
| 7D | +8.9% | -3.7% | +12.6% | +8.8% |
| 30D | +6.2% | +6.8% | -0.6% | +6.2% |
| 3M | -2.7% | +14.3% | -17.0% | -2.9% |
| 6M | -8.4% | -1.6% | -6.8% | -8.5% |
| YTD | -7.2% | +22.8% | -30.0% | -3.1% |
| 1Y | -20.9% | -1.1% | -19.8% | -20.2% |
| All | -20.9% | -0.7% | -20.2% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling