-61.2%
MSTZ vs VCLT
-3.1%
-58.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.5% |
| 7D | -1.2% | +0.3% | -1.5% | +0.2% |
| 30D | +22.2% | +3.7% | +18.5% | +42.6% |
| 3M | -70.4% | -1.0% | -69.4% | -70.9% |
| 6M | -31.0% | -3.4% | -27.6% | -36.9% |
| YTD | -81.0% | -2.6% | -78.4% | -81.6% |
| 1Y | -61.2% | -3.3% | -57.9% | -63.3% |
| All | -61.2% | -3.1% | -58.0% | -63.3% |
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