-61.6%
MSTZ vs VEU
+11.6%
-73.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +4.4% |
| 7D | -29.7% | +1.1% | -30.9% | -25.7% |
| 30D | -65.3% | +2.2% | -67.5% | -61.4% |
| 3M | -57.3% | +3.0% | -60.3% | -48.4% |
| 6M | -61.6% | +10.9% | -72.5% | -38.8% |
| All | -61.6% | +11.6% | -73.3% | -38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling