-87.5%
MSTU vs VMC
+3.2%
-90.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.2% | -1.2% |
| 7D | +12.9% | -5.3% | +18.2% | +20.8% |
| 30D | +68.3% | -12.3% | +80.6% | +98.8% |
| 3M | +0.4% | -10.3% | +10.6% | +10.2% |
| 6M | -41.5% | -8.6% | -33.0% | -39.9% |
| YTD | -61.7% | -11.9% | -49.8% | -59.6% |
| 1Y | -93.7% | -13.9% | -79.8% | -93.1% |
| All | -87.5% | +3.2% | -90.8% | -90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling