-87.5%
MSTU vs VTEB
+1.7%
-89.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -3.6% |
| 7D | +12.9% | -0.7% | +13.6% | +15.6% |
| 30D | +68.3% | -2.1% | +70.4% | +81.6% |
| 3M | +0.4% | -2.7% | +3.0% | +10.9% |
| 6M | -41.5% | -2.1% | -39.4% | -36.1% |
| YTD | -61.7% | -1.1% | -60.6% | -58.9% |
| 1Y | -93.7% | +1.3% | -95.0% | -93.4% |
| All | -87.5% | +1.7% | -89.3% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling