+1,216.9%
VST vs MTUM
+345.9%
+870.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +1.9% |
| 7D | +8.9% | +1.7% | +7.2% | +7.3% |
| 30D | +6.2% | -1.7% | +7.9% | +7.7% |
| 3M | -2.7% | -6.3% | +3.6% | +2.0% |
| 6M | -8.4% | +21.8% | -30.2% | -24.3% |
| YTD | -7.2% | +22.0% | -29.2% | -23.2% |
| 1Y | -20.9% | +25.3% | -46.2% | -35.7% |
| 3Y | +384.0% | +112.1% | +271.8% | +187.1% |
| 5Y | +757.1% | +76.2% | +680.8% | +462.5% |
| All | +1,216.9% | +345.9% | +870.9% | +382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling