-88.0%
MSTU vs VNQ
+3.9%
-91.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +2.0% |
| 7D | -16.6% | -1.3% | -15.3% | -14.0% |
| 30D | +69.7% | -2.6% | +72.3% | +80.9% |
| 3M | -7.5% | -2.0% | -5.5% | -4.3% |
| 6M | -43.1% | +4.3% | -47.4% | -49.9% |
| YTD | -63.0% | +9.2% | -72.3% | -70.1% |
| 1Y | -93.8% | +5.6% | -99.4% | -94.5% |
| All | -88.0% | +3.9% | -91.9% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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