+1,232.7%
VST vs MTUM
+352.4%
+880.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | +5.3% | +4.1% | +1.2% | +1.7% |
| 30D | +5.8% | +0.6% | +5.1% | +5.1% |
| 3M | +3.5% | -0.6% | +4.1% | +3.2% |
| 6M | -7.4% | +25.3% | -32.7% | -25.4% |
| YTD | -6.1% | +23.8% | -29.9% | -23.2% |
| 1Y | -21.6% | +25.4% | -47.0% | -36.3% |
| 3Y | +357.2% | +117.3% | +239.9% | +166.3% |
| 5Y | +777.0% | +79.7% | +697.4% | +466.8% |
| All | +1,232.7% | +352.4% | +880.3% | +381.9% |
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