+1,002.6%
VST vs MTB
+147.8%
+854.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.9% | +11.5% | +10.9% |
| 7D | -9.8% | -1.3% | -8.5% | -9.5% |
| 30D | -25.1% | +0.5% | -25.7% | -25.4% |
| 3M | -11.6% | -12.4% | +0.8% | -7.6% |
| 6M | -20.9% | +1.5% | -22.4% | -21.8% |
| YTD | -22.3% | +10.3% | -32.6% | -25.7% |
| 1Y | -32.0% | +22.2% | -54.2% | -37.5% |
| 3Y | +262.4% | +96.9% | +165.4% | +180.1% |
| 5Y | +563.4% | +64.3% | +499.1% | +427.9% |
| 10Y | +1,120.7% | +137.8% | +982.9% | +721.1% |
| All | +1,002.6% | +147.8% | +854.7% | +634.8% |
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