-99.2%
MSTZ vs VEU
+40.8%
-140.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.9% | +13.7% | +9.3% |
| 7D | +25.6% | +2.4% | +23.2% | +37.3% |
| 30D | +50.6% | -2.0% | +52.6% | +44.8% |
| 3M | -64.5% | -5.1% | -59.4% | -68.4% |
| 6M | -14.0% | -0.7% | -13.3% | -3.3% |
| YTD | -76.4% | +11.0% | -87.4% | -49.5% |
| 1Y | -56.2% | +12.4% | -68.6% | -2.1% |
| All | -99.2% | +40.8% | -140.0% | -91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling