-92.0%
MSTU vs VMC
+15.9%
-108.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.5% | -11.4% | -11.1% |
| 7D | -23.0% | -1.7% | -21.3% | -21.3% |
| 30D | -47.7% | +15.3% | -62.9% | -56.4% |
| 3M | +12.5% | +0.3% | +12.2% | +12.1% |
| 6M | -76.1% | +0.9% | -76.9% | -77.8% |
| YTD | -75.5% | -1.0% | -74.5% | -77.7% |
| 1Y | -90.1% | -4.3% | -85.7% | -90.4% |
| All | -92.0% | +15.9% | -108.0% | -94.9% |
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