-92.4%
MSTU vs VO
+30.6%
-123.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.1% |
| 7D | -25.8% | +3.1% | -28.9% | -37.3% |
| 30D | -43.9% | +2.2% | -46.1% | -48.5% |
| 3M | +2.9% | -2.5% | +5.4% | +24.1% |
| 6M | -75.5% | +7.0% | -82.5% | -81.2% |
| YTD | -76.7% | +14.0% | -90.7% | -85.3% |
| 1Y | -88.9% | +15.6% | -104.6% | -93.6% |
| All | -92.4% | +30.6% | -123.0% | -97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling