-59.2%
MSTW vs VOO
+12.1%
-71.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -1.4% |
| 7D | -16.2% | +2.6% | -18.8% | -24.0% |
| 30D | -26.6% | -2.0% | -24.6% | -20.1% |
| 3M | +13.7% | -2.8% | +16.5% | +29.6% |
| 6M | -48.0% | +2.2% | -50.2% | -49.7% |
| YTD | -39.6% | +11.5% | -51.1% | -54.3% |
| 1Y | -59.2% | +13.5% | -72.7% | -69.8% |
| All | -59.2% | +12.1% | -71.3% | -69.8% |
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