+373.4%
VST vs MSFU
+32.9%
+340.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.2% | +7.7% | +4.6% |
| 7D | +8.9% | -5.7% | +14.6% | +10.4% |
| 30D | +6.2% | +4.2% | +2.0% | +4.7% |
| 3M | -2.7% | +27.9% | -30.6% | -9.9% |
| 6M | -8.4% | +37.1% | -45.5% | -18.8% |
| YTD | -7.2% | -7.4% | +0.2% | -6.0% |
| 1Y | -20.9% | -19.6% | -1.3% | -15.2% |
| All | +373.4% | +32.9% | +340.5% | +312.6% |
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