-21.6%
VST vs MTUM
+26.2%
-47.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | +5.3% | +4.1% | +1.2% | +1.6% |
| 30D | +5.8% | +0.6% | +5.1% | +5.1% |
| 3M | +3.5% | -0.6% | +4.1% | +2.0% |
| 6M | -7.4% | +25.3% | -32.7% | -33.4% |
| YTD | -6.1% | +23.8% | -29.9% | -31.1% |
| 1Y | -21.6% | +25.4% | -47.0% | -44.2% |
| All | -21.6% | +26.2% | -47.9% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling