+11.5%
VRTX vs MSTU
-86.5%
+98.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.6% | +5.5% | -3.0% |
| 7D | -3.4% | +16.1% | -19.6% | -3.8% |
| 30D | +6.6% | +68.7% | -62.0% | +5.0% |
| 3M | +19.4% | -11.0% | +30.4% | +18.6% |
| 6M | +15.8% | -33.4% | +49.2% | +15.3% |
| YTD | +16.7% | -59.5% | +76.2% | +16.0% |
| 1Y | +33.8% | -93.4% | +127.2% | +35.2% |
| All | +11.5% | -86.5% | +98.0% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling