+1,112.0%
VST vs MSI
+676.2%
+435.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.5% | +11.0% | +10.8% |
| 7D | -9.8% | +4.7% | -14.5% | -11.9% |
| 30D | -25.1% | +14.8% | -39.9% | -30.1% |
| 3M | -11.6% | +8.8% | -20.4% | -15.6% |
| 6M | -20.9% | +19.3% | -40.2% | -28.7% |
| YTD | -22.3% | +35.3% | -57.6% | -34.4% |
| 1Y | -32.0% | +33.8% | -65.8% | -42.4% |
| 3Y | +262.4% | +74.4% | +188.0% | +170.1% |
| 5Y | +563.4% | +120.5% | +442.8% | +331.6% |
| All | +1,112.0% | +676.2% | +435.8% | +372.9% |
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