-59.8%
MSTZ vs VEU
+12.4%
-72.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.7% |
| 7D | +30.8% | +2.1% | +28.7% | +40.6% |
| 30D | +41.2% | -0.9% | +42.1% | +41.2% |
| 3M | -60.9% | -5.4% | -55.5% | -64.9% |
| 6M | -15.7% | -1.8% | -13.9% | -9.2% |
| YTD | -75.2% | +10.9% | -86.2% | -52.3% |
| 1Y | -59.8% | +13.6% | -73.4% | -21.2% |
| All | -59.8% | +12.4% | -72.2% | -21.2% |
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