-19.6%
MSFU vs VLTO
-8.3%
-11.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.9% |
| 7D | -5.7% | -2.3% | -3.4% | -5.4% |
| 30D | +4.2% | -0.9% | +5.0% | +4.3% |
| 3M | +27.9% | +13.8% | +14.1% | +22.5% |
| 6M | +37.1% | +2.0% | +35.1% | +34.4% |
| YTD | -7.4% | -3.2% | -4.2% | -9.4% |
| 1Y | -19.6% | -9.2% | -10.4% | -20.1% |
| All | -19.6% | -8.3% | -11.3% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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