-88.4%
MSTU vs VFC
-31.8%
-56.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.6% | -5.2% | -5.9% |
| 7D | -22.0% | -3.3% | -18.7% | -20.3% |
| 30D | +60.3% | -14.0% | +74.3% | +74.6% |
| 3M | -3.7% | -22.6% | +18.8% | +9.3% |
| 6M | -45.2% | -24.7% | -20.5% | -36.2% |
| YTD | -64.3% | -29.0% | -35.3% | -56.8% |
| 1Y | -94.0% | -13.8% | -80.2% | -93.7% |
| All | -88.4% | -31.8% | -56.6% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VFC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling