-87.5%
MSTU vs VO
+29.0%
-116.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -1.4% |
| 7D | +12.9% | -0.6% | +13.5% | +18.1% |
| 30D | +68.3% | -1.9% | +70.3% | +88.2% |
| 3M | +0.4% | +3.3% | -2.9% | -11.9% |
| 6M | -41.5% | +9.7% | -51.2% | -60.8% |
| YTD | -61.7% | +12.6% | -74.3% | -75.5% |
| 1Y | -93.7% | +13.6% | -107.3% | -96.0% |
| All | -87.5% | +29.0% | -116.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling