-34.9%
VST vs MSI
+28.6%
-63.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.2% | -15.0% | -13.8% |
| 7D | -15.7% | +2.8% | -18.5% | -15.7% |
| 30D | -17.0% | +9.1% | -26.1% | -17.0% |
| 3M | -15.9% | +12.5% | -28.4% | -16.3% |
| 6M | -25.0% | +14.2% | -39.2% | -24.8% |
| YTD | -25.1% | +30.7% | -55.8% | -24.3% |
| 1Y | -34.9% | +27.5% | -62.4% | -29.1% |
| All | -34.9% | +28.6% | -63.4% | -29.1% |
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