+500.1%
VST vs MSI
+117.4%
+382.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.0% | -10.2% | -7.8% |
| 7D | -19.9% | +5.1% | -25.0% | -21.7% |
| 30D | -29.7% | +13.3% | -43.0% | -33.5% |
| 3M | -19.6% | +18.3% | -37.9% | -25.8% |
| 6M | -29.4% | +18.7% | -48.1% | -35.4% |
| YTD | -29.7% | +36.0% | -65.7% | -40.3% |
| 1Y | -40.0% | +32.6% | -72.6% | -48.4% |
| 3Y | +231.0% | +78.3% | +152.7% | +151.1% |
| 5Y | +500.1% | +121.6% | +378.5% | +299.3% |
| All | +500.1% | +117.4% | +382.7% | +299.3% |
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