-99.1%
MSTZ vs VCLT
-4.8%
-94.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.4% | +3.7% |
| 7D | +30.8% | -2.3% | +33.0% | +23.0% |
| 30D | +41.2% | +0.8% | +40.4% | +45.8% |
| 3M | -60.9% | -2.7% | -58.2% | -63.0% |
| 6M | -15.7% | -4.3% | -11.4% | -22.4% |
| YTD | -75.2% | -4.3% | -70.9% | -76.6% |
| 1Y | -59.8% | -4.4% | -55.4% | -62.1% |
| All | -99.1% | -4.8% | -94.4% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling