-91.0%
MSTU vs VO
+30.0%
-121.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.2% | -7.1% |
| 7D | -21.7% | -0.2% | -21.6% | -20.9% |
| 30D | -42.8% | +0.5% | -43.2% | -42.7% |
| 3M | +21.4% | -1.1% | +22.5% | +35.8% |
| 6M | -74.1% | +6.4% | -80.5% | -79.6% |
| YTD | -72.4% | +13.5% | -85.9% | -82.3% |
| 1Y | -90.1% | +13.6% | -103.7% | -93.7% |
| All | -91.0% | +30.0% | -121.0% | -96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling