+1,164.9%
VST vs MSI
+664.3%
+500.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +6.6% | +3.2% | +3.3% | +5.1% |
| 30D | -12.4% | +17.6% | -30.0% | -19.0% |
| 3M | -9.0% | +14.5% | -23.5% | -15.2% |
| 6M | -6.4% | +34.3% | -40.7% | -20.1% |
| YTD | -17.2% | +39.7% | -56.9% | -31.1% |
| 1Y | -22.0% | +40.2% | -62.2% | -35.4% |
| 3Y | +296.7% | +77.1% | +219.5% | +194.0% |
| 5Y | +637.6% | +124.0% | +513.5% | +377.4% |
| All | +1,164.9% | +664.3% | +500.5% | +420.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling