-85.6%
MSTU vs VLTO
-10.8%
-74.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.2% |
| 7D | +21.3% | -2.3% | +23.6% | +23.3% |
| 30D | +90.8% | -0.9% | +91.7% | +92.5% |
| 3M | -6.8% | +13.8% | -20.6% | -15.4% |
| 6M | -39.8% | +2.0% | -41.8% | -39.5% |
| YTD | -55.7% | -3.2% | -52.5% | -52.9% |
| 1Y | -92.7% | -9.2% | -83.5% | -91.5% |
| All | -85.6% | -10.8% | -74.7% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling