-99.2%
MSTZ vs VCLT
-3.8%
-95.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.7% | +4.6% |
| 7D | +21.1% | +0.2% | +20.9% | +22.4% |
| 30D | +40.1% | +2.3% | +37.8% | +50.4% |
| 3M | -66.1% | -1.1% | -65.0% | -66.4% |
| 6M | -20.7% | -4.2% | -16.6% | -26.8% |
| YTD | -78.6% | -3.4% | -75.2% | -79.3% |
| 1Y | -55.5% | -3.8% | -51.7% | -57.3% |
| All | -99.2% | -3.8% | -95.4% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling