-20.9%
VST vs MXL
+316.6%
-337.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +3.0% |
| 7D | +8.9% | +1.6% | +7.3% | +8.7% |
| 30D | +6.2% | -7.0% | +13.2% | +6.6% |
| 3M | -2.7% | -33.4% | +30.7% | -1.0% |
| 6M | -8.4% | +260.2% | -268.5% | -29.3% |
| YTD | -7.2% | +260.0% | -267.2% | -28.3% |
| 1Y | -20.9% | +303.5% | -324.4% | -43.3% |
| All | -20.9% | +316.6% | -337.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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