+109.1%
VRT vs MSTU
-89.5%
+198.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.6% |
| 7D | -21.4% | -4.3% | -17.1% | -21.0% |
| 30D | -25.8% | -34.6% | +8.8% | -22.3% |
| 3M | -33.5% | +39.0% | -72.6% | -38.6% |
| 6M | -49.0% | -70.5% | +21.5% | -44.0% |
| YTD | +12.9% | -68.6% | +81.6% | +15.3% |
| 1Y | 0.0% | -88.6% | +88.7% | +16.7% |
| All | +109.1% | -89.5% | +198.6% | +129.3% |
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 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