-92.4%
MSTU vs VLTO
+9.6%
-102.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.7% | -5.3% |
| 7D | -25.8% | +1.0% | -26.8% | -26.1% |
| 30D | -43.9% | +17.5% | -61.3% | -48.5% |
| 3M | +2.9% | +21.4% | -18.5% | -7.3% |
| 6M | -75.5% | +38.1% | -113.6% | -80.1% |
| YTD | -76.7% | +19.0% | -95.7% | -77.9% |
| 1Y | -88.9% | +20.7% | -109.6% | -90.0% |
| All | -92.4% | +9.6% | -102.0% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling