-89.5%
MSTU vs VLTO
+21.0%
-110.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.2% |
| 7D | -21.7% | +1.6% | -23.4% | -21.2% |
| 30D | -42.8% | +22.0% | -64.7% | -37.2% |
| 3M | +21.4% | +21.9% | -0.5% | +31.7% |
| 6M | -74.1% | +36.5% | -110.6% | -68.4% |
| YTD | -72.4% | +19.0% | -91.4% | -68.0% |
| All | -89.5% | +21.0% | -110.5% | -87.2% |
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