-90.3%
MSTU vs VT
+38.2%
-128.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.6% | -7.7% | -18.6% |
| 7D | -9.3% | +0.4% | -9.7% | -11.1% |
| 30D | -38.3% | -2.6% | -35.7% | -26.5% |
| 3M | +24.0% | -3.2% | +27.3% | +60.3% |
| 6M | -72.1% | +0.9% | -73.0% | -70.0% |
| YTD | -70.2% | +11.3% | -81.5% | -78.3% |
| 1Y | -89.6% | +14.0% | -103.6% | -93.3% |
| All | -90.3% | +38.2% | -128.5% | -96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling