+388.0%
VST vs MSFU
+97.0%
+291.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.2% |
| 6M | -29.4% | +53.0% | -82.4% | -38.6% |
| YTD | -29.7% | +3.5% | -33.2% | -32.1% |
| 1Y | -40.0% | -7.8% | -32.2% | -39.8% |
| 3Y | +231.0% | +35.6% | +195.4% | +182.7% |
| All | +388.0% | +97.0% | +291.0% | +281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling