-92.7%
MSTU vs VEU
+28.8%
-121.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -5.1% |
| 7D | +21.3% | +1.1% | +20.2% | +17.4% |
| 30D | +90.8% | +2.2% | +88.6% | +81.3% |
| 3M | -6.8% | +3.0% | -9.7% | -11.6% |
| 6M | -39.8% | +10.9% | -50.7% | -53.9% |
| YTD | -55.7% | +18.2% | -73.9% | -73.7% |
| 1Y | -92.7% | +28.3% | -120.9% | -96.8% |
| All | -92.7% | +28.8% | -121.5% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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