+1,205.2%
VST vs MXL
+171.0%
+1,034.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +13.7% | -6.4% | +4.9% |
| 7D | -0.5% | -8.8% | +8.3% | +0.9% |
| 30D | -17.1% | -41.9% | +24.8% | -9.8% |
| 3M | -4.6% | -25.4% | +20.8% | -1.3% |
| 6M | -9.1% | -44.0% | +34.9% | -4.4% |
| YTD | -16.6% | +220.8% | -237.4% | -40.0% |
| 1Y | -29.5% | +278.8% | -308.3% | -51.1% |
| 3Y | +297.5% | +249.4% | +48.1% | +162.4% |
| 5Y | +654.5% | -17.3% | +671.9% | +492.4% |
| 10Y | +1,205.2% | +156.7% | +1,048.5% | +606.3% |
| All | +1,205.2% | +171.0% | +1,034.2% | +606.3% |
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 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