-34.9%
VST vs MXL
+276.5%
-311.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -11.1% | -2.7% | -12.5% |
| 7D | -15.7% | -24.3% | +8.6% | -12.9% |
| 30D | -17.0% | -46.1% | +29.1% | -11.5% |
| 3M | -15.9% | -21.8% | +5.9% | -13.8% |
| 6M | -25.0% | -27.2% | +2.2% | -23.6% |
| YTD | -25.1% | +226.2% | -251.3% | -40.8% |
| 1Y | -34.9% | +297.0% | -331.9% | -51.7% |
| All | -34.9% | +276.5% | -311.4% | -51.7% |
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