-92.7%
MSTU vs ITOT
+20.8%
-113.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -1.3% |
| 7D | +21.3% | +0.1% | +21.2% | +22.6% |
| 30D | +90.8% | 0.0% | +90.8% | +95.5% |
| 3M | -6.8% | +2.0% | -8.7% | -11.5% |
| 6M | -39.8% | +13.0% | -52.9% | -66.4% |
| YTD | -55.7% | +14.0% | -69.6% | -74.6% |
| 1Y | -92.7% | +19.9% | -112.6% | -96.6% |
| All | -92.7% | +20.8% | -113.5% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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