+30.9%
MSFU vs VLTO
+69.5%
-38.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -2.0% |
| 7D | +2.5% | +5.4% | -2.9% | +0.6% |
| 30D | -1.3% | +22.3% | -23.6% | -8.8% |
| 3M | +8.6% | +19.6% | -11.0% | +1.3% |
| 6M | +48.4% | +35.2% | +13.2% | +29.9% |
| YTD | +1.6% | +17.9% | -16.3% | -5.5% |
| 1Y | -5.8% | +19.5% | -25.3% | -13.3% |
| 3Y | +30.9% | +73.9% | -43.0% | +19.1% |
| All | +30.9% | +69.5% | -38.5% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling