-88.0%
MSTU vs VTRS
+51.9%
-139.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +2.8% |
| 7D | -16.6% | -2.2% | -14.4% | -14.5% |
| 30D | +69.7% | +3.3% | +66.4% | +65.0% |
| 3M | -7.5% | +2.0% | -9.5% | -9.6% |
| 6M | -43.1% | +19.9% | -63.1% | -53.7% |
| YTD | -63.0% | +35.7% | -98.8% | -73.7% |
| 1Y | -93.8% | +68.1% | -161.9% | -96.5% |
| All | -88.0% | +51.9% | -139.8% | -92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling