-87.2%
MSTU vs ITOT
+14.7%
-101.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.8% | +0.5% |
| 7D | -4.8% | -0.7% | -4.2% | +1.0% |
| 30D | -29.6% | -1.1% | -28.5% | -21.0% |
| 3M | +69.4% | -0.8% | +70.2% | +95.6% |
| 6M | -62.2% | +7.0% | -69.2% | -71.2% |
| YTD | -61.1% | +13.3% | -74.4% | -74.7% |
| 1Y | -87.2% | +14.8% | -102.0% | -92.0% |
| All | -87.2% | +14.7% | -101.8% | -92.0% |
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