-88.0%
MSTU vs VCLT
-3.8%
-84.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.5% | +3.4% |
| 7D | -16.6% | -1.4% | -15.2% | -12.9% |
| 30D | +69.7% | -1.2% | +70.9% | +77.5% |
| 3M | -7.5% | -4.8% | -2.7% | +7.9% |
| 6M | -43.1% | -2.6% | -40.5% | -36.2% |
| YTD | -63.0% | -3.3% | -59.7% | -57.8% |
| 1Y | -93.8% | -4.8% | -89.0% | -92.6% |
| All | -88.0% | -3.8% | -84.2% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling