-87.5%
MSTU vs VSH
+78.1%
-165.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.9% |
| 7D | +12.9% | +3.5% | +9.4% | +10.2% |
| 30D | +68.3% | -4.4% | +72.7% | +72.1% |
| 3M | +0.4% | -45.8% | +46.2% | +42.2% |
| 6M | -41.5% | +90.1% | -131.7% | -75.4% |
| YTD | -61.7% | +120.3% | -182.0% | -86.6% |
| 1Y | -93.7% | +112.2% | -205.9% | -97.6% |
| All | -87.5% | +78.1% | -165.6% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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