-51.4%
VG vs MSTU
-97.8%
+46.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -18.3% | +14.3% | -2.8% |
| 7D | -22.0% | -18.2% | -3.8% | -21.2% |
| 30D | -14.7% | -42.7% | +28.0% | -12.2% |
| 3M | -7.1% | +37.0% | -44.1% | -12.4% |
| 6M | -11.2% | -70.1% | +58.9% | -5.0% |
| YTD | +69.8% | -68.2% | +138.0% | +68.6% |
| 1Y | +49.9% | -90.1% | +139.9% | +80.1% |
| All | -51.4% | -97.8% | +46.4% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling