-89.8%
MSTU vs VLTO
+8.5%
-98.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -4.3% | +5.4% | -9.7% | -6.5% |
| 30D | -34.6% | +22.3% | -56.9% | -41.7% |
| 3M | +39.0% | +19.6% | +19.4% | +26.1% |
| 6M | -70.5% | +35.2% | -105.7% | -75.7% |
| YTD | -68.6% | +17.9% | -86.5% | -70.2% |
| 1Y | -88.6% | +19.5% | -108.2% | -89.7% |
| All | -89.8% | +8.5% | -98.3% | -92.4% |
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