+40.2%
MSFU vs VLTO
+27.2%
+13.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.6% |
| 7D | -5.7% | -2.3% | -3.4% | -4.9% |
| 30D | +4.2% | -0.9% | +5.0% | +4.6% |
| 3M | +27.9% | +13.8% | +14.1% | +20.3% |
| 6M | +37.1% | +2.0% | +35.1% | +35.1% |
| YTD | -7.4% | -3.2% | -4.2% | -7.0% |
| 1Y | -19.6% | -9.2% | -10.4% | -17.1% |
| All | +40.2% | +27.2% | +13.0% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling