-32.3%
MSTU vs VO
+12.9%
-45.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -2.2% |
| 7D | +21.3% | -0.3% | +21.6% | +24.0% |
| 30D | +90.8% | -0.3% | +91.2% | +95.2% |
| 3M | -6.8% | +2.9% | -9.7% | -15.9% |
| All | -32.3% | +12.9% | -45.2% | -55.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling