-30.2%
MSTZ vs VCLT
-0.4%
-29.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +3.0% |
| 7D | -29.7% | -0.5% | -29.2% | -30.8% |
| 30D | -65.3% | -0.9% | -64.4% | -65.6% |
| 3M | -57.3% | -3.2% | -54.1% | -60.4% |
| 6M | -61.6% | -3.8% | -57.8% | -62.7% |
| YTD | -78.3% | -2.0% | -76.3% | -78.4% |
| 1Y | -30.2% | -0.8% | -29.4% | -29.6% |
| All | -30.2% | -0.4% | -29.8% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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