-92.4%
MSTU vs VSH
+50.1%
-142.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.2% | -0.8% | -2.4% |
| 7D | -25.8% | +14.3% | -40.2% | -32.6% |
| 30D | -43.9% | -7.9% | -36.0% | -40.8% |
| 3M | +2.9% | -19.9% | +22.7% | +16.3% |
| 6M | -75.5% | -30.5% | -45.0% | -74.7% |
| YTD | -76.7% | +85.7% | -162.4% | -91.0% |
| 1Y | -88.9% | +98.9% | -187.9% | -96.0% |
| All | -92.4% | +50.1% | -142.5% | -95.5% |
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