-87.2%
MSTU vs VLTO
+18.3%
-105.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.6% | +9.7% | +10.6% |
| 7D | -4.8% | +13.8% | -18.7% | +1.3% |
| 30D | -29.6% | +21.2% | -50.7% | -23.7% |
| 3M | +69.4% | +21.5% | +47.9% | +82.1% |
| 6M | -62.2% | +33.0% | -95.2% | -54.9% |
| YTD | -61.1% | +17.8% | -78.9% | -55.1% |
| 1Y | -87.2% | +18.1% | -105.3% | -85.0% |
| All | -87.2% | +18.3% | -105.5% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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