-78.2%
MSTW vs VOO
+21.6%
-99.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -1.8% |
| 7D | +9.3% | -0.4% | +9.7% | +11.6% |
| 30D | +41.3% | -1.4% | +42.7% | +50.0% |
| 3M | +9.9% | +3.7% | +6.2% | -2.1% |
| 6M | -13.7% | +13.0% | -26.8% | -41.9% |
| YTD | -23.8% | +12.4% | -36.3% | -46.0% |
| 1Y | -70.9% | +18.6% | -89.5% | -82.2% |
| All | -78.2% | +21.6% | -99.8% | -87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling