-85.6%
MSTU vs VSH
+78.7%
-164.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.4% | -7.6% | -5.9% |
| 7D | +21.3% | +4.1% | +17.3% | +18.1% |
| 30D | +90.8% | -4.2% | +95.0% | +94.8% |
| 3M | -6.8% | -50.0% | +43.2% | +40.1% |
| 6M | -39.8% | +80.2% | -120.0% | -73.2% |
| YTD | -55.7% | +121.1% | -176.8% | -84.5% |
| 1Y | -92.7% | +112.0% | -204.7% | -97.3% |
| All | -85.6% | +78.7% | -164.3% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling