-99.2%
MSTZ vs VEU
+49.9%
-149.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +4.7% |
| 7D | -29.7% | +1.1% | -30.9% | -25.0% |
| 30D | -65.3% | +2.2% | -67.5% | -60.6% |
| 3M | -57.3% | +3.0% | -60.3% | -47.1% |
| 6M | -61.6% | +10.9% | -72.5% | -32.5% |
| YTD | -78.3% | +18.2% | -96.5% | -43.5% |
| 1Y | -30.2% | +28.3% | -58.5% | +163.4% |
| All | -99.2% | +49.9% | -149.2% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling