-90.8%
MSTU vs VFC
+11.5%
-102.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | -27.7% | -1.4% | -26.3% | -26.9% |
| 30D | -40.3% | +30.7% | -71.0% | -49.1% |
| 3M | +26.4% | +40.6% | -14.2% | +2.4% |
| 6M | -75.7% | +16.5% | -92.2% | -78.5% |
| YTD | -71.9% | +16.2% | -88.0% | -74.7% |
| 1Y | -89.3% | +42.4% | -131.7% | -91.7% |
| All | -90.8% | +11.5% | -102.3% | -92.8% |
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