-99.2%
MSTZ vs ITOT
+36.2%
-135.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +5.6% |
| 7D | +21.1% | -0.5% | +21.6% | +19.4% |
| 30D | +40.1% | -3.4% | +43.5% | +23.0% |
| 3M | -66.1% | -3.1% | -63.0% | -67.5% |
| 6M | -20.7% | +2.2% | -22.9% | +6.6% |
| YTD | -78.6% | +11.0% | -89.6% | -46.6% |
| 1Y | -55.5% | +11.4% | -66.9% | +13.9% |
| All | -99.2% | +36.2% | -135.4% | -91.4% |
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