+227.8%
VST vs MSFU
+35.1%
+192.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.4% | +1.2% | -4.4% |
| 7D | -19.9% | +1.0% | -20.9% | -20.6% |
| 30D | -29.7% | +0.6% | -30.3% | -30.1% |
| 3M | -19.6% | +16.4% | -36.0% | -23.4% |
| 6M | -29.4% | +53.0% | -82.4% | -39.0% |
| YTD | -29.7% | +3.5% | -33.2% | -31.0% |
| 1Y | -40.0% | -7.8% | -32.2% | -38.2% |
| All | +227.8% | +35.1% | +192.7% | +185.8% |
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