-21.6%
VST vs MTCH
+9.3%
-31.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | +5.3% | -2.4% | +7.7% | +5.3% |
| 30D | +5.8% | +12.8% | -7.0% | +6.1% |
| 3M | +3.5% | +20.0% | -16.5% | +3.7% |
| 6M | -7.4% | +34.7% | -42.1% | -7.1% |
| YTD | -6.1% | +30.6% | -36.6% | -5.6% |
| 1Y | -21.6% | +10.9% | -32.6% | -27.6% |
| All | -21.6% | +9.3% | -31.0% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling