+13.6%
VRTX vs MSTU
-92.2%
+105.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.6% |
| 7D | -1.6% | -25.8% | +24.3% | -1.0% |
| 30D | +8.0% | -43.9% | +51.9% | +9.1% |
| 3M | +4.3% | +2.9% | +1.4% | +3.3% |
| 6M | +18.9% | -75.5% | +94.4% | +20.6% |
| YTD | +18.8% | -76.7% | +95.5% | +19.0% |
| 1Y | +24.0% | -88.9% | +112.9% | +25.0% |
| All | +13.6% | -92.2% | +105.8% | +18.7% |
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