+44.7%
VWO vs MSTU
-87.2%
+131.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.4% |
| 7D | +0.2% | +12.9% | -12.7% | -0.6% |
| 30D | +0.9% | +68.3% | -67.5% | -2.0% |
| 3M | +4.3% | +0.4% | +3.9% | +2.8% |
| 6M | +10.5% | -41.5% | +52.1% | +10.4% |
| YTD | +13.4% | -61.7% | +75.1% | +13.5% |
| 1Y | +18.6% | -93.7% | +112.2% | +26.4% |
| All | +44.7% | -87.2% | +131.9% | +36.5% |
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