+1,238.2%
VST vs MXL
+213.8%
+1,024.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.4% | +0.7% |
| 7D | +9.9% | +15.5% | -5.6% | +7.4% |
| 30D | +7.9% | -11.3% | +19.2% | +9.4% |
| 3M | +3.4% | -16.1% | +19.5% | +3.1% |
| 6M | -4.1% | +323.0% | -327.1% | -33.5% |
| YTD | -5.7% | +281.5% | -287.2% | -33.4% |
| 1Y | -18.9% | +319.3% | -338.2% | -44.3% |
| 3Y | +359.1% | +189.4% | +169.7% | +212.4% |
| 5Y | +766.9% | +26.0% | +740.9% | +538.4% |
| All | +1,238.2% | +213.8% | +1,024.4% | +603.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling