+1,216.9%
VST vs MXL
+196.1%
+1,020.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +2.6% |
| 7D | +8.9% | +1.6% | +7.3% | +8.6% |
| 30D | +6.2% | -7.0% | +13.2% | +6.8% |
| 3M | -2.7% | -33.4% | +30.7% | +0.5% |
| 6M | -8.4% | +260.2% | -268.5% | -34.6% |
| YTD | -7.2% | +260.0% | -267.2% | -33.8% |
| 1Y | -20.9% | +303.5% | -324.4% | -45.4% |
| 3Y | +384.0% | +160.4% | +223.6% | +234.8% |
| 5Y | +757.1% | +14.7% | +742.4% | +541.0% |
| All | +1,216.9% | +196.1% | +1,020.8% | +599.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling