+16.2%
VRTX vs MSTU
-90.1%
+106.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +0.8% |
| 7D | -0.4% | -9.3% | +8.9% | -0.3% |
| 30D | +8.0% | -38.3% | +46.3% | +8.9% |
| 3M | +11.0% | +24.0% | -13.0% | +9.6% |
| 6M | +28.2% | -72.1% | +100.2% | +29.6% |
| YTD | +21.5% | -70.2% | +91.7% | +21.1% |
| 1Y | +34.5% | -89.6% | +124.1% | +35.4% |
| All | +16.2% | -90.1% | +106.2% | +20.8% |
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