-44.1%
VG vs MSTU
-98.3%
+54.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -12.9% | +17.7% | +5.5% |
| 7D | +15.1% | -23.0% | +38.1% | +16.9% |
| 30D | -4.2% | -47.7% | +43.5% | -0.9% |
| 3M | -3.1% | +12.5% | -15.6% | -7.7% |
| 6M | +0.3% | -76.1% | +76.4% | +8.8% |
| YTD | +95.5% | -75.5% | +171.0% | +97.0% |
| 1Y | +64.4% | -90.1% | +154.5% | +91.6% |
| All | -44.1% | -98.3% | +54.2% | -16.8% |
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