-89.3%
MSTU vs VLTO
+20.2%
-109.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.8% | -5.9% | -4.7% |
| 7D | -9.3% | +2.0% | -11.3% | -8.5% |
| 30D | -38.3% | +21.8% | -60.1% | -32.3% |
| 3M | +24.0% | +20.2% | +3.8% | +33.1% |
| 6M | -72.1% | +36.3% | -108.4% | -65.9% |
| YTD | -70.2% | +18.8% | -89.1% | -65.6% |
| All | -89.3% | +20.2% | -109.5% | -87.1% |
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