-88.0%
MSTU vs VEU
+47.8%
-135.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.5% | -0.6% |
| 7D | -16.6% | -1.4% | -15.2% | -11.2% |
| 30D | +69.7% | -0.4% | +70.1% | +78.1% |
| 3M | -7.5% | +2.5% | -10.0% | -12.1% |
| 6M | -43.1% | +11.1% | -54.3% | -60.3% |
| YTD | -63.0% | +16.5% | -79.6% | -78.1% |
| 1Y | -93.8% | +22.9% | -116.7% | -97.0% |
| All | -88.0% | +47.8% | -135.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling