-88.0%
MSTU vs VMC
+4.4%
-92.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +2.5% |
| 7D | -16.6% | -3.8% | -12.8% | -12.2% |
| 30D | +69.7% | -9.7% | +79.4% | +93.1% |
| 3M | -7.5% | -9.6% | +2.1% | +0.6% |
| 6M | -43.1% | -4.8% | -38.3% | -45.1% |
| YTD | -63.0% | -10.9% | -52.2% | -61.6% |
| 1Y | -93.8% | -15.6% | -78.2% | -92.9% |
| All | -88.0% | +4.4% | -92.4% | -91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling