-99.3%
MSTZ vs VCLT
-2.8%
-96.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.7% | +5.7% |
| 7D | +4.3% | +1.2% | +3.0% | +8.3% |
| 30D | +30.2% | +3.4% | +26.8% | +43.9% |
| 3M | -66.9% | -0.9% | -66.0% | -67.0% |
| 6M | -26.3% | -3.1% | -23.2% | -30.0% |
| YTD | -80.1% | -2.4% | -77.8% | -80.2% |
| 1Y | -57.5% | -2.7% | -54.8% | -57.9% |
| All | -99.3% | -2.8% | -96.5% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling