+769.3%
VST vs MSI
+103.4%
+666.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.9% |
| 7D | +8.9% | -3.7% | +12.6% | +10.6% |
| 30D | +6.2% | +6.8% | -0.6% | +2.8% |
| 3M | -2.7% | +14.3% | -17.0% | -9.3% |
| 6M | -8.4% | -1.6% | -6.8% | -8.3% |
| YTD | -7.2% | +22.8% | -30.0% | -17.2% |
| 1Y | -20.9% | -1.1% | -19.8% | -21.3% |
| 3Y | +384.0% | +70.5% | +313.5% | +276.4% |
| All | +769.3% | +103.4% | +666.0% | +497.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling