-26.4%
VST vs MTUM
+6.7%
-33.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -6.0% | -4.1% | -1.9% | -2.3% |
| 30D | -18.8% | -16.6% | -2.2% | -4.6% |
| 3M | -8.0% | -13.0% | +4.9% | +4.3% |
| 6M | -10.9% | -11.3% | +0.4% | -3.7% |
| YTD | -18.3% | +7.1% | -25.4% | -28.6% |
| All | -26.4% | +6.7% | -33.0% | -35.5% |
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