-88.4%
MSTU vs VEU
+46.3%
-134.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.5% | -1.7% |
| 7D | -22.0% | -1.9% | -20.1% | -15.4% |
| 30D | +60.3% | -0.7% | +61.0% | +70.2% |
| 3M | -3.7% | +4.9% | -8.6% | -16.3% |
| 6M | -45.2% | +9.8% | -55.0% | -59.9% |
| YTD | -64.3% | +15.3% | -79.6% | -78.0% |
| 1Y | -94.0% | +23.0% | -117.1% | -97.2% |
| All | -88.4% | +46.3% | -134.6% | -97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling