-99.3%
MSTZ vs VLTO
+8.0%
-107.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -0.4% | +18.1% | +17.5% |
| 7D | +13.4% | +12.0% | +1.4% | +18.9% |
| 30D | +37.5% | +20.8% | +16.7% | +50.8% |
| 3M | -69.9% | +20.1% | -90.1% | -66.7% |
| 6M | -32.0% | +32.6% | -64.6% | -23.0% |
| YTD | -81.2% | +17.3% | -98.5% | -81.2% |
| 1Y | -56.1% | +17.3% | -73.4% | -56.7% |
| All | -99.3% | +8.0% | -107.4% | -99.0% |
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