+1,058.9%
VST vs MTCH
+153.0%
+905.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.2% |
| 7D | -6.0% | +3.7% | -9.8% | -6.5% |
| 30D | -18.8% | -2.8% | -16.0% | -18.7% |
| 3M | -8.0% | +9.3% | -17.3% | -9.3% |
| 6M | -10.9% | +9.2% | -20.1% | -12.3% |
| YTD | -18.3% | +26.5% | -44.8% | -21.2% |
| 1Y | -29.9% | +22.6% | -52.5% | -32.2% |
| 3Y | +290.3% | +40.8% | +249.5% | +265.1% |
| 5Y | +635.3% | -72.9% | +708.2% | +711.4% |
| 10Y | +1,162.4% | +152.4% | +1,009.9% | +847.5% |
| All | +1,058.9% | +153.0% | +905.9% | +780.8% |
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