-88.4%
MSTU vs VYM
+34.1%
-122.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.3% | -4.4% |
| 7D | -22.0% | -1.9% | -20.2% | -14.9% |
| 30D | +60.3% | -2.6% | +62.9% | +80.2% |
| 3M | -3.7% | +3.6% | -7.3% | -17.2% |
| 6M | -45.2% | +8.7% | -53.9% | -61.5% |
| YTD | -64.3% | +14.1% | -78.4% | -78.5% |
| 1Y | -94.0% | +17.8% | -111.8% | -96.8% |
| All | -88.4% | +34.1% | -122.5% | -97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling