+1,075.1%
VST vs MTUM
+298.6%
+776.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | +0.7% |
| 7D | +6.6% | +6.6% | 0.0% | +0.7% |
| 30D | -12.4% | -10.8% | -1.6% | -2.8% |
| 3M | -9.0% | -13.8% | +4.8% | +4.2% |
| 6M | -6.4% | -10.7% | +4.2% | +2.8% |
| YTD | -17.2% | +9.1% | -26.3% | -23.9% |
| 1Y | -22.0% | +11.4% | -33.4% | -29.6% |
| 3Y | +296.7% | +88.8% | +207.9% | +162.2% |
| 5Y | +637.6% | +51.7% | +585.9% | +450.4% |
| 10Y | +1,138.2% | +307.9% | +830.3% | +394.5% |
| All | +1,075.1% | +298.6% | +776.5% | +377.7% |
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