+1,216.9%
VST vs MSI
+623.9%
+593.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.9% |
| 7D | +8.9% | -3.7% | +12.6% | +10.8% |
| 30D | +6.2% | +6.8% | -0.6% | +2.5% |
| 3M | -2.7% | +14.3% | -17.0% | -9.8% |
| 6M | -8.4% | -1.6% | -6.8% | -8.7% |
| YTD | -7.2% | +22.8% | -30.0% | -17.6% |
| 1Y | -20.9% | -1.1% | -19.8% | -22.0% |
| 3Y | +384.0% | +70.5% | +313.5% | +265.2% |
| 5Y | +757.1% | +102.8% | +654.3% | +481.6% |
| All | +1,216.9% | +623.9% | +593.0% | +435.0% |
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