+83.7%
IVZ vs MSTZ
-99.2%
+182.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.8% | -13.4% | +0.4% |
| 7D | +5.1% | +25.6% | -20.4% | +7.0% |
| 30D | -1.6% | +50.6% | -52.1% | +2.5% |
| 3M | -9.1% | -64.5% | +55.4% | -12.5% |
| 6M | +1.8% | -14.0% | +15.8% | +6.8% |
| YTD | +10.8% | -76.4% | +87.2% | +11.3% |
| 1Y | +19.1% | -56.2% | +75.4% | +25.4% |
| All | +83.7% | -99.2% | +182.9% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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