-99.2%
MSTZ vs ITOT
+39.0%
-138.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.6% | +8.7% | +5.4% |
| 7D | -25.4% | +0.7% | -26.0% | -20.9% |
| 30D | -60.9% | -1.1% | -59.8% | -61.5% |
| 3M | -54.2% | +3.9% | -58.1% | -39.1% |
| 6M | -65.0% | +14.7% | -79.7% | -17.4% |
| YTD | -76.5% | +13.3% | -89.8% | -39.7% |
| 1Y | -23.4% | +19.1% | -42.5% | +160.5% |
| All | -99.2% | +39.0% | -138.2% | -90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling