{"schemaVersion":1,"ticker":"MSTB","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/mstb/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, MSTB against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/mstb/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"MSTB","b":"VOO","window":{"from":"2020-10-09","to":"2026-10-30","firstReturn":"2020-10-16","weeklyReturns":316,"years":6.06,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03264624,"perWeek":0.0006278122,"days":1514,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.81631135,"b":1.37255094,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.10319318,"b":0.15277442,"edge":"VOO","lead":"VOO"},"price":{"a":0.69725999,"b":1.18095926,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.13882653,"b":0.15845914,"edge":"MSTB","lead":"MSTB"},"downsideDeviation":{"a":0.09161074,"b":0.10396832,"edge":"MSTB","lead":"MSTB"},"maxDrawdown":{"a":-0.25155087,"b":-0.23914698,"edge":"VOO (slight)","lead":"VOO","aPeak":"2021-12-31","aTrough":"2022-10-14","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.0752325,"b":0.12222096,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.54191733,"b":0.77130902,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.82121919,"b":1.17555969,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.41022787,"b":0.63883064,"edge":"VOO","lead":"VOO"}},"relative":{"MSTB":{"on":"VOO","beta":0.81501886,"r2":0.86541609,"alpha":-0.02437989,"alphaT":-1.17148325,"alphaLow":-0.06532678,"alphaHigh":0.016567,"upsideCapture":0.78118594,"downsideCapture":0.9373902,"treynor":0.09230768,"trackingError":0.05876223,"informationRatio":-0.7996371,"upWeeks":178,"downWeeks":138,"treynorReference":0.12222096,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"MSTB (slight)","lead":"MSTB"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"MSTB":{"kept":"2026-11-01","distributions":6,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":316,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.81631135}},"VOO":{"kept":"2026-11-01","distributions":24,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":316,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.37255094}}}}