+297.5%
VST vs MSFU
+34.7%
+262.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.5% | +1.9% | +6.0% |
| 7D | -0.5% | +14.6% | -15.1% | -4.5% |
| 30D | -17.1% | +2.1% | -19.2% | -17.9% |
| 3M | -4.6% | +14.7% | -19.2% | -8.6% |
| 6M | -9.1% | +55.7% | -64.7% | -21.5% |
| YTD | -16.6% | +7.1% | -23.7% | -18.8% |
| 1Y | -29.5% | -0.5% | -29.0% | -29.3% |
| 3Y | +297.5% | +35.7% | +261.8% | +239.7% |
| All | +297.5% | +34.7% | +262.8% | +239.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling