+1,216.9%
VST vs MTB
+173.0%
+1,043.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +8.9% | +1.7% | +7.2% | +8.3% |
| 30D | +6.2% | -4.2% | +10.4% | +7.8% |
| 3M | -2.7% | +8.9% | -11.6% | -5.9% |
| 6M | -8.4% | +10.9% | -19.2% | -12.1% |
| YTD | -7.2% | +21.5% | -28.7% | -14.1% |
| 1Y | -20.9% | +21.9% | -42.8% | -27.1% |
| 3Y | +384.0% | +109.2% | +274.7% | +265.9% |
| 5Y | +757.1% | +102.0% | +655.1% | +531.0% |
| All | +1,216.9% | +173.0% | +1,043.9% | +750.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling