+262.4%
VST vs MSI
+77.7%
+184.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.5% | +11.0% | +10.7% |
| 7D | -9.8% | +4.7% | -14.5% | -11.5% |
| 30D | -25.1% | +14.8% | -39.9% | -29.4% |
| 3M | -11.6% | +8.8% | -20.4% | -14.9% |
| 6M | -20.9% | +19.3% | -40.2% | -27.7% |
| YTD | -22.3% | +35.3% | -57.6% | -34.8% |
| 1Y | -32.0% | +33.8% | -65.8% | -42.5% |
| 3Y | +262.4% | +74.4% | +188.0% | +177.9% |
| All | +262.4% | +77.7% | +184.7% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling