+30.2%
VRTX vs MSTU
-88.0%
+118.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.3% | -6.9% | +3.1% |
| 7D | +3.7% | -4.8% | +8.5% | +3.8% |
| 30D | +9.0% | -29.6% | +38.6% | +10.1% |
| 3M | +14.7% | +69.4% | -54.7% | +10.4% |
| 6M | +27.7% | -62.2% | +90.0% | +29.9% |
| YTD | +21.1% | -61.1% | +82.2% | +18.2% |
| 1Y | +30.2% | -87.2% | +117.4% | +35.3% |
| All | +30.2% | -88.0% | +118.2% | +35.3% |
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