-88.0%
MSTU vs VTEB
+1.4%
-89.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +2.3% |
| 7D | -16.6% | -0.9% | -15.7% | -13.6% |
| 30D | +69.7% | -2.5% | +72.2% | +86.3% |
| 3M | -7.5% | -3.0% | -4.5% | +3.6% |
| 6M | -43.1% | -2.1% | -41.0% | -37.3% |
| YTD | -63.0% | -1.5% | -61.5% | -59.7% |
| 1Y | -93.8% | +0.2% | -93.9% | -93.4% |
| All | -88.0% | +1.4% | -89.3% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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