-94.0%
MSTU vs VFC
-14.7%
-79.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.6% | -5.2% | -6.0% |
| 7D | -22.0% | -3.3% | -18.7% | -20.6% |
| 30D | +60.3% | -14.0% | +74.3% | +72.4% |
| 3M | -3.7% | -22.6% | +18.8% | +6.8% |
| 6M | -45.2% | -24.7% | -20.5% | -37.2% |
| YTD | -64.3% | -29.0% | -35.3% | -56.9% |
| 1Y | -94.0% | -13.8% | -80.2% | -93.9% |
| All | -94.0% | -14.7% | -79.3% | -93.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling