+139.7%
VRT vs MSTU
-91.8%
+231.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -12.9% | +14.4% | +3.2% |
| 7D | +18.6% | -23.0% | +41.6% | +22.3% |
| 30D | -11.7% | -47.7% | +36.0% | -5.0% |
| 3M | -27.3% | +12.5% | -39.8% | -31.2% |
| 6M | -42.9% | -76.1% | +33.2% | -35.7% |
| YTD | +29.5% | -75.5% | +105.0% | +36.1% |
| 1Y | +21.0% | -90.1% | +111.1% | +43.1% |
| All | +139.7% | -91.8% | +231.5% | +170.6% |
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 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