+9.9%
VRTX vs MSTU
-87.2%
+97.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +4.0% | -1.3% |
| 7D | -6.4% | +12.9% | -19.3% | -6.7% |
| 30D | -0.5% | +68.3% | -68.9% | -2.0% |
| 3M | +16.9% | +0.4% | +16.5% | +15.9% |
| 6M | +13.1% | -41.5% | +54.6% | +12.8% |
| YTD | +14.9% | -61.7% | +76.7% | +14.5% |
| 1Y | +31.4% | -93.7% | +125.1% | +32.9% |
| All | +9.9% | -87.2% | +97.1% | +14.2% |
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