+13.8%
VRT vs MSTU
-88.0%
+101.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +10.3% | -23.2% | -13.8% |
| 7D | -15.4% | -4.8% | -10.5% | -15.2% |
| 30D | -19.0% | -29.6% | +10.6% | -16.9% |
| 3M | -23.8% | +69.4% | -93.2% | -29.0% |
| 6M | -37.9% | -62.2% | +24.4% | -33.2% |
| YTD | +27.0% | -61.1% | +88.0% | +25.7% |
| 1Y | +13.8% | -87.2% | +101.0% | +28.3% |
| All | +13.8% | -88.0% | +101.8% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling