+439.5%
VST vs MSFU
+93.3%
+346.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.9% | +12.4% | +11.0% |
| 7D | -9.8% | +2.5% | -12.3% | -11.0% |
| 30D | -25.1% | -1.3% | -23.9% | -25.3% |
| 3M | -11.6% | +8.6% | -20.2% | -14.2% |
| 6M | -20.9% | +48.4% | -69.3% | -30.8% |
| YTD | -22.3% | +1.6% | -23.9% | -24.7% |
| 1Y | -32.0% | -5.8% | -26.2% | -32.4% |
| 3Y | +262.4% | +30.9% | +231.4% | +211.8% |
| All | +439.5% | +93.3% | +346.1% | +323.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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