-92.7%
MSTU vs VYM
+21.4%
-114.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -1.2% |
| 7D | +21.3% | 0.0% | +21.3% | +22.0% |
| 30D | +90.8% | -0.5% | +91.4% | +95.1% |
| 3M | -6.8% | +3.0% | -9.8% | -20.2% |
| 6M | -39.8% | +8.2% | -48.0% | -60.1% |
| YTD | -55.7% | +15.8% | -71.5% | -76.2% |
| 1Y | -92.7% | +20.8% | -113.5% | -96.5% |
| All | -92.7% | +21.4% | -114.1% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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