-76.1%
MSTU vs VMC
-0.2%
-75.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.5% | -11.4% | -12.4% |
| 7D | -23.0% | -1.7% | -21.3% | -22.5% |
| 30D | -47.7% | +15.3% | -62.9% | -48.4% |
| 3M | +12.5% | +0.3% | +12.2% | +10.6% |
| 6M | -76.1% | +0.9% | -76.9% | -77.8% |
| All | -76.1% | -0.2% | -75.9% | -77.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling