+47.0%
VTR vs MSTU
-87.2%
+134.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.5% |
| 7D | -2.9% | +12.9% | -15.8% | -2.9% |
| 30D | -2.8% | +68.3% | -71.1% | -2.8% |
| 3M | +9.0% | +0.4% | +8.6% | +9.1% |
| 6M | +5.0% | -41.5% | +46.5% | +5.1% |
| YTD | +16.9% | -61.7% | +78.6% | +16.9% |
| 1Y | +34.3% | -93.7% | +128.0% | +35.0% |
| All | +47.0% | -87.2% | +134.2% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 5y: compounded portfolio wealth divided by compounded MSTU 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…
5y analysis · Full analysis span regression · 6 months rolling