-58.6%
MSTZ vs ITOT
+12.4%
-71.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.5% | +19.4% |
| 7D | +4.3% | +0.2% | +4.1% | +6.4% |
| 30D | +30.2% | -3.0% | +33.2% | +12.0% |
| 3M | -66.9% | -2.7% | -64.2% | -68.4% |
| 6M | -26.3% | +2.6% | -29.0% | +4.7% |
| YTD | -80.1% | +11.5% | -91.6% | -42.4% |
| All | -58.6% | +12.4% | -71.0% | +22.8% |
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