-86.8%
MSTU vs VO
+30.0%
-116.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.6% | -8.1% | -5.8% |
| 7D | +16.1% | +0.6% | +15.5% | +14.2% |
| 30D | +68.7% | -1.1% | +69.7% | +80.3% |
| 3M | -11.0% | +4.5% | -15.5% | -27.0% |
| 6M | -33.4% | +11.1% | -44.4% | -58.0% |
| YTD | -59.5% | +13.5% | -73.1% | -75.2% |
| 1Y | -93.4% | +14.5% | -107.8% | -95.9% |
| All | -86.8% | +30.0% | -116.8% | -95.3% |
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