+30.8%
VRTX vs MSTU
-90.3%
+121.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +0.9% |
| 7D | -0.4% | -9.3% | +8.9% | -0.1% |
| 30D | +8.0% | -38.3% | +46.3% | +9.5% |
| 3M | +11.0% | +24.0% | -13.0% | +7.9% |
| 6M | +28.2% | -72.1% | +100.2% | +32.0% |
| YTD | +21.5% | -70.2% | +91.7% | +19.8% |
| All | +30.8% | -90.3% | +121.1% | +36.8% |
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 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