-87.5%
MSTU vs VNQ
+4.1%
-91.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -3.2% |
| 7D | +12.9% | -0.9% | +13.8% | +15.8% |
| 30D | +68.3% | -2.2% | +70.6% | +77.7% |
| 3M | +0.4% | -1.9% | +2.3% | +3.4% |
| 6M | -41.5% | +3.2% | -44.8% | -47.2% |
| YTD | -61.7% | +9.4% | -71.1% | -69.1% |
| 1Y | -93.7% | +7.5% | -101.2% | -94.7% |
| All | -87.5% | +4.1% | -91.6% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling