+766.9%
VST vs MTCH
-73.0%
+839.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.8% |
| 7D | +9.9% | -1.8% | +11.7% | +10.1% |
| 30D | +7.9% | +10.4% | -2.5% | +6.6% |
| 3M | +3.4% | +21.0% | -17.6% | +0.8% |
| 6M | -4.1% | +36.6% | -40.7% | -8.1% |
| YTD | -5.7% | +29.7% | -35.4% | -9.2% |
| 1Y | -18.9% | +8.6% | -27.5% | -20.2% |
| 3Y | +359.1% | -2.7% | +361.8% | +348.1% |
| 5Y | +766.9% | -72.9% | +839.8% | +868.7% |
| All | +766.9% | -73.0% | +839.9% | +868.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling