-88.4%
MSTU vs VO
+27.8%
-116.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.9% | -5.9% | -2.3% |
| 7D | -22.0% | -2.5% | -19.5% | -11.1% |
| 30D | +60.3% | -3.2% | +63.5% | +92.2% |
| 3M | -3.7% | +3.9% | -7.6% | -17.8% |
| 6M | -45.2% | +9.6% | -54.8% | -63.0% |
| YTD | -64.3% | +11.6% | -75.9% | -76.1% |
| 1Y | -94.0% | +12.6% | -106.6% | -96.0% |
| All | -88.4% | +27.8% | -116.2% | -95.4% |
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