-79.1%
MSTW vs VOO
+20.8%
-99.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -1.8% |
| 7D | -13.5% | -2.0% | -11.5% | -6.7% |
| 30D | +39.9% | -1.7% | +41.5% | +50.2% |
| 3M | +7.5% | +4.7% | +2.8% | -7.4% |
| 6M | -16.6% | +12.6% | -29.2% | -42.9% |
| YTD | -26.9% | +11.8% | -38.6% | -47.0% |
| 1Y | -71.8% | +17.5% | -89.4% | -82.2% |
| All | -79.1% | +20.8% | -99.9% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 10y: compounded portfolio wealth divided by compounded VOO 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…
10y analysis · Full analysis span regression · 6 months rolling