-95.9%
MST price history and return analytics
+33.9%
-129.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -2.8% |
| 7D | -19.4% | -0.1% | -19.2% | -18.9% |
| 30D | -40.3% | -3.1% | -37.3% | -28.9% |
| 3M | +12.4% | -3.5% | +15.9% | +41.6% |
| 6M | -70.4% | +0.5% | -70.8% | -67.7% |
| YTD | -66.8% | +10.8% | -77.5% | -73.7% |
| 1Y | -86.0% | +11.9% | -97.9% | -89.3% |
| All | -95.9% | +33.9% | -129.8% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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