-71.2%
MSTW vs VOO
+18.2%
-89.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | -0.9% |
| 7D | -10.1% | -0.8% | -9.3% | -7.3% |
| 30D | +44.8% | -1.1% | +45.9% | +52.2% |
| 3M | +5.1% | +3.9% | +1.2% | -7.0% |
| 6M | -14.8% | +13.6% | -28.4% | -43.9% |
| YTD | -25.2% | +12.7% | -37.9% | -47.6% |
| 1Y | -71.2% | +17.6% | -88.8% | -83.0% |
| All | -71.2% | +18.2% | -89.4% | -83.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling