-19.9%
MSTZ vs VCLT
-2.6%
-17.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +4.7% |
| 7D | -23.6% | 0.0% | -23.6% | -23.3% |
| 30D | -60.7% | +0.1% | -60.8% | -59.8% |
| 3M | -58.3% | -2.9% | -55.4% | -60.7% |
| 6M | -60.0% | -4.0% | -56.1% | -61.6% |
| YTD | -75.2% | -2.2% | -73.0% | -75.6% |
| 1Y | -19.9% | -2.6% | -17.3% | -25.3% |
| All | -19.9% | -2.6% | -17.2% | -25.3% |
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