-99.1%
MSTZ vs ITOT
+36.7%
-135.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +3.0% |
| 7D | +30.8% | +2.5% | +28.3% | +46.9% |
| 30D | +41.2% | -1.7% | +42.9% | +35.3% |
| 3M | -60.9% | -3.4% | -57.6% | -62.9% |
| 6M | -15.7% | +2.1% | -17.8% | +13.4% |
| YTD | -75.2% | +11.5% | -86.7% | -36.6% |
| 1Y | -59.8% | +13.6% | -73.4% | +12.4% |
| All | -99.1% | +36.7% | -135.9% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling