-92.7%
MSTU vs VMC
-8.5%
-84.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.7% |
| 7D | +21.3% | -4.3% | +25.7% | +24.4% |
| 30D | +90.8% | -8.2% | +99.1% | +100.2% |
| 3M | -6.8% | -7.0% | +0.3% | -5.6% |
| 6M | -39.8% | -10.8% | -29.1% | -37.4% |
| YTD | -55.7% | -7.4% | -48.3% | -54.8% |
| 1Y | -92.7% | -9.5% | -83.2% | -92.0% |
| All | -92.7% | -8.5% | -84.1% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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