-78.2%
MSTW price history and return analytics
+23.3%
-101.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -1.3% |
| 7D | +9.3% | -0.1% | +9.5% | +10.5% |
| 30D | +41.3% | -0.7% | +42.0% | +46.1% |
| 3M | +9.9% | +4.0% | +5.9% | -1.3% |
| 6M | -13.7% | +12.3% | -26.0% | -38.4% |
| YTD | -23.8% | +14.0% | -37.9% | -46.7% |
| 1Y | -70.9% | +20.3% | -91.2% | -82.5% |
| All | -78.2% | +23.3% | -101.5% | -88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling