+897.3%
VST vs MSI
+701.7%
+195.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.0% | -10.2% | -8.0% |
| 7D | -19.9% | +5.1% | -25.0% | -21.9% |
| 30D | -29.7% | +13.3% | -43.0% | -34.0% |
| 3M | -19.6% | +18.3% | -37.9% | -26.4% |
| 6M | -29.4% | +18.7% | -48.1% | -36.1% |
| YTD | -29.7% | +36.0% | -65.7% | -40.8% |
| 1Y | -40.0% | +32.6% | -72.6% | -49.0% |
| 3Y | +231.0% | +78.3% | +152.7% | +144.1% |
| 5Y | +500.1% | +121.6% | +378.5% | +289.4% |
| 10Y | +1,004.2% | +689.0% | +315.2% | +327.3% |
| All | +897.3% | +701.7% | +195.7% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling