-86.8%
MSTU vs VLTO
-11.6%
-75.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.8% | -8.1% |
| 7D | +16.1% | -1.6% | +17.7% | +17.5% |
| 30D | +68.7% | -2.9% | +71.5% | +72.1% |
| 3M | -11.0% | +12.7% | -23.7% | -18.4% |
| 6M | -33.4% | +1.6% | -34.9% | -32.9% |
| YTD | -59.5% | -4.0% | -55.5% | -56.7% |
| 1Y | -93.4% | -10.2% | -83.2% | -92.3% |
| All | -86.8% | -11.6% | -75.2% | -88.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling