+1,121.2%
VST vs MTUM
+299.9%
+821.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -6.0% | -4.1% | -1.9% | -2.1% |
| 30D | -18.8% | -16.6% | -2.2% | -4.2% |
| 3M | -8.0% | -13.0% | +4.9% | +4.6% |
| 6M | -10.9% | -11.3% | +0.4% | -1.5% |
| YTD | -18.3% | +7.1% | -25.4% | -23.7% |
| 1Y | -29.9% | +6.4% | -36.3% | -34.0% |
| 3Y | +290.3% | +85.9% | +204.4% | +161.9% |
| 5Y | +635.3% | +50.0% | +585.3% | +455.6% |
| All | +1,121.2% | +299.9% | +821.3% | +415.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 10y: compounded portfolio wealth divided by compounded MTUM 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…
10y analysis · Full analysis span regression · 6 months rolling