-19.9%
MSTZ vs ITOT
+18.5%
-38.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +2.2% |
| 7D | -23.6% | -0.4% | -23.2% | -22.7% |
| 30D | -60.7% | -1.6% | -59.1% | -62.6% |
| 3M | -58.3% | +3.5% | -61.8% | -42.8% |
| 6M | -60.0% | +13.1% | -73.1% | -0.4% |
| YTD | -75.2% | +12.7% | -87.9% | -26.8% |
| 1Y | -19.9% | +18.3% | -38.2% | +265.4% |
| All | -19.9% | +18.5% | -38.4% | +265.4% |
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 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