-59.8%
MSTZ vs VLTO
+21.9%
-81.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.7% |
| 7D | +30.8% | +1.0% | +29.8% | +30.2% |
| 30D | +41.2% | +17.5% | +23.7% | +32.0% |
| 3M | -60.9% | +21.4% | -82.3% | -63.7% |
| 6M | -15.7% | +38.1% | -53.8% | -28.5% |
| YTD | -75.2% | +19.0% | -94.2% | -78.4% |
| 1Y | -59.8% | +20.7% | -80.4% | -65.5% |
| All | -59.8% | +21.9% | -81.7% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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