-87.2%
MSTU vs VTRS
+90.6%
-177.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.6% | +8.7% | +9.1% |
| 7D | -4.8% | +2.4% | -7.2% | -6.4% |
| 30D | -29.6% | +9.1% | -38.6% | -34.5% |
| 3M | +69.4% | +9.4% | +60.0% | +56.5% |
| 6M | -62.2% | +28.3% | -90.6% | -70.5% |
| YTD | -61.1% | +58.0% | -119.1% | -75.0% |
| 1Y | -87.2% | +89.7% | -176.9% | -93.1% |
| All | -87.2% | +90.6% | -177.8% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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