+48.8%
V vs MSTU
-90.8%
+139.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.3% |
| 7D | +0.6% | -21.7% | +22.3% | +1.0% |
| 30D | +9.7% | -42.8% | +52.5% | +10.6% |
| 3M | +17.3% | +21.4% | -4.1% | +16.2% |
| 6M | +33.2% | -74.1% | +107.3% | +34.9% |
| YTD | +21.3% | -72.4% | +93.7% | +21.5% |
| 1Y | +27.3% | -90.1% | +117.4% | +30.5% |
| All | +48.8% | -90.8% | +139.6% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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