+1,164.9%
VST vs MTB
+115.1%
+1,049.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +6.6% | +1.5% | +5.0% | +6.1% |
| 30D | -12.4% | +2.3% | -14.7% | -13.2% |
| 3M | -9.0% | -12.1% | +3.1% | -5.0% |
| 6M | -6.4% | +9.8% | -16.3% | -9.9% |
| YTD | -17.2% | +12.0% | -29.2% | -21.3% |
| 1Y | -22.0% | +22.0% | -44.1% | -28.3% |
| 3Y | +296.7% | +107.6% | +189.1% | +200.7% |
| 5Y | +637.6% | +61.9% | +575.7% | +489.8% |
| All | +1,164.9% | +115.1% | +1,049.7% | +736.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling