-20.9%
VST vs MULL
-37.0%
+16.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +9.1% | +1.4% | +9.4% |
| 7D | -9.8% | -42.7% | +32.9% | -4.1% |
| 30D | -25.1% | -63.8% | +38.6% | -16.9% |
| 3M | -11.6% | -49.0% | +37.5% | -5.7% |
| 6M | -20.9% | -38.2% | +17.3% | -19.0% |
| All | -20.9% | -37.0% | +16.1% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 6mo: compounded portfolio wealth divided by compounded MULL 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…
6mo analysis · Full analysis span regression · 6 months rolling