-90.1%
MSTU vs VT
+11.9%
-101.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.6% | -12.3% | -9.7% |
| 7D | -23.0% | +2.9% | -25.9% | -34.7% |
| 30D | -47.7% | -2.5% | -45.2% | -37.3% |
| 3M | +12.5% | -3.3% | +15.8% | +47.7% |
| 6M | -76.1% | +1.5% | -77.6% | -74.8% |
| YTD | -75.5% | +11.4% | -86.9% | -80.8% |
| 1Y | -90.1% | +11.9% | -102.0% | -92.3% |
| All | -90.1% | +11.9% | -101.9% | -92.3% |
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