+1,216.9%
VST vs MTCH
+163.9%
+1,053.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.9% | +3.7% |
| 7D | +8.9% | +0.7% | +8.2% | +8.8% |
| 30D | +6.2% | +9.7% | -3.5% | +5.0% |
| 3M | -2.7% | +21.1% | -23.8% | -5.1% |
| 6M | -8.4% | +37.5% | -45.8% | -12.1% |
| YTD | -7.2% | +31.9% | -39.1% | -10.7% |
| 1Y | -20.9% | +14.6% | -35.4% | -22.7% |
| 3Y | +384.0% | -6.2% | +390.2% | +375.6% |
| 5Y | +757.1% | -70.6% | +827.6% | +837.1% |
| All | +1,216.9% | +163.9% | +1,053.0% | +898.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling