-87.5%
MSTU vs VFC
-30.7%
-56.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -4.1% |
| 7D | +12.9% | -2.3% | +15.2% | +14.5% |
| 30D | +68.3% | -13.4% | +81.7% | +82.5% |
| 3M | +0.4% | -23.7% | +24.1% | +15.1% |
| 6M | -41.5% | -24.5% | -17.1% | -32.1% |
| YTD | -61.7% | -27.8% | -33.9% | -54.1% |
| 1Y | -93.7% | -13.5% | -80.2% | -93.4% |
| All | -87.5% | -30.7% | -56.8% | -86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling