-88.0%
MSTU vs ITOT
+38.5%
-126.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.7% | -0.6% |
| 7D | -16.6% | -0.9% | -15.7% | -12.2% |
| 30D | +69.7% | -1.5% | +71.2% | +87.6% |
| 3M | -7.5% | +3.6% | -11.0% | -17.7% |
| 6M | -43.1% | +13.7% | -56.8% | -65.9% |
| YTD | -63.0% | +12.9% | -76.0% | -75.1% |
| 1Y | -93.8% | +17.2% | -111.0% | -96.3% |
| All | -88.0% | +38.5% | -126.5% | -95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling