-99.3%
MSTZ vs VLTO
+10.1%
-109.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.0% |
| 7D | +31.0% | +1.5% | +29.5% | +31.9% |
| 30D | +34.0% | +20.9% | +13.0% | +46.4% |
| 3M | -67.7% | +21.4% | -89.1% | -64.0% |
| 6M | -14.9% | +37.6% | -52.5% | -0.8% |
| YTD | -79.1% | +19.5% | -98.6% | -78.8% |
| 1Y | -58.9% | +22.0% | -81.0% | -58.0% |
| All | -99.3% | +10.1% | -109.4% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling