-28.5%
VST vs MXL
+265.9%
-294.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +13.7% | -6.4% | +5.5% |
| 7D | -0.5% | -8.8% | +8.3% | +0.4% |
| 30D | -17.1% | -41.9% | +24.8% | -12.5% |
| 3M | -4.6% | -25.4% | +20.8% | -2.1% |
| 6M | -9.1% | -44.0% | +34.9% | -6.2% |
| YTD | -16.6% | +220.8% | -237.4% | -34.1% |
| All | -28.5% | +265.9% | -294.4% | -45.9% |
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