+36.1%
VTV vs MSTU
-86.5%
+122.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.6% | +7.8% | -0.6% |
| 7D | +0.3% | +16.1% | -15.8% | -0.2% |
| 30D | +0.1% | +68.7% | -68.5% | -1.6% |
| 3M | +6.2% | -11.0% | +17.2% | +5.6% |
| 6M | +13.5% | -33.4% | +46.9% | +13.0% |
| YTD | +18.9% | -59.5% | +78.4% | +18.8% |
| 1Y | +25.8% | -93.4% | +119.1% | +31.7% |
| All | +36.1% | -86.5% | +122.6% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling