-89.5%
MSTU vs VT
+12.0%
-101.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -4.8% |
| 7D | -21.7% | -0.1% | -21.6% | -21.0% |
| 30D | -42.8% | -3.1% | -39.7% | -29.5% |
| 3M | +21.4% | -3.5% | +24.9% | +60.4% |
| 6M | -74.1% | +0.5% | -74.6% | -71.1% |
| YTD | -72.4% | +10.8% | -83.2% | -77.9% |
| All | -89.5% | +12.0% | -101.5% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling