+167.4%
VLO vs MSTU
-89.5%
+256.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -1.3% |
| 7D | -13.3% | -4.3% | -9.0% | -13.3% |
| 30D | -18.3% | -34.6% | +16.3% | -17.8% |
| 3M | +14.3% | +39.0% | -24.7% | +12.0% |
| 6M | +47.6% | -70.5% | +118.1% | +50.2% |
| YTD | +116.0% | -68.6% | +184.6% | +115.4% |
| 1Y | +101.0% | -88.6% | +189.6% | +107.5% |
| All | +167.4% | -89.5% | +256.9% | +167.6% |
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