-99.4%
MSTZ vs VLTO
+8.5%
-107.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.6% | -10.2% | -9.3% |
| 7D | +0.7% | +13.8% | -13.1% | +6.5% |
| 30D | +16.6% | +21.2% | -4.6% | +28.0% |
| 3M | -74.7% | +21.5% | -96.2% | -71.8% |
| 6M | -43.9% | +33.0% | -76.9% | -36.5% |
| YTD | -84.0% | +17.8% | -101.8% | -84.0% |
| 1Y | -65.1% | +18.1% | -83.2% | -65.4% |
| All | -99.4% | +8.5% | -107.9% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling