-61.2%
MSTZ vs VEU
+12.3%
-73.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +1.5% |
| 7D | -1.2% | -1.6% | +0.4% | -5.4% |
| 30D | +22.2% | -4.3% | +26.5% | +8.7% |
| 3M | -70.4% | -5.8% | -64.6% | -73.9% |
| 6M | -31.0% | -4.4% | -26.6% | -31.8% |
| YTD | -81.0% | +8.7% | -89.7% | -65.5% |
| 1Y | -61.2% | +12.6% | -73.8% | -25.4% |
| All | -61.2% | +12.3% | -73.4% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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