-30.2%
MSTZ vs ITOT
+20.8%
-51.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +0.7% |
| 7D | -29.7% | +0.1% | -29.8% | -27.0% |
| 30D | -65.3% | 0.0% | -65.3% | -63.6% |
| 3M | -57.3% | +2.0% | -59.3% | -46.3% |
| 6M | -61.6% | +13.0% | -74.7% | -5.2% |
| YTD | -78.3% | +14.0% | -92.2% | -31.9% |
| 1Y | -30.2% | +19.9% | -50.2% | +203.1% |
| All | -30.2% | +20.8% | -51.1% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling