-86.8%
MSTU vs VFC
-29.2%
-57.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.9% | -6.8% | -7.5% |
| 7D | +16.1% | +0.8% | +15.3% | +15.4% |
| 30D | +68.7% | -11.9% | +80.6% | +81.0% |
| 3M | -11.0% | -20.2% | +9.2% | -1.2% |
| 6M | -33.4% | -23.0% | -10.4% | -23.6% |
| YTD | -59.5% | -26.2% | -33.3% | -52.2% |
| 1Y | -93.4% | -13.3% | -80.0% | -93.0% |
| All | -86.8% | -29.2% | -57.6% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling