-87.5%
MSTU vs ITOT
+38.2%
-125.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -2.7% |
| 7D | +12.9% | -0.4% | +13.3% | +16.9% |
| 30D | +68.3% | -1.6% | +69.9% | +86.8% |
| 3M | +0.4% | +3.5% | -3.2% | -10.8% |
| 6M | -41.5% | +13.1% | -54.6% | -64.2% |
| YTD | -61.7% | +12.7% | -74.4% | -74.0% |
| 1Y | -93.7% | +18.3% | -112.0% | -96.4% |
| All | -87.5% | +38.2% | -125.8% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling