-87.2%
MSTU vs VO
+16.3%
-103.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.9% | +9.5% | +5.5% |
| 7D | -4.8% | +1.0% | -5.8% | -9.2% |
| 30D | -29.6% | +2.6% | -32.2% | -36.9% |
| 3M | +69.4% | -0.3% | +69.7% | +81.3% |
| 6M | -62.2% | +7.6% | -69.8% | -72.8% |
| YTD | -61.1% | +14.7% | -75.8% | -77.0% |
| 1Y | -87.2% | +16.4% | -103.6% | -92.8% |
| All | -87.2% | +16.3% | -103.4% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling