-99.2%
MSTZ vs VLTO
-10.8%
-88.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +1.7% |
| 7D | -29.7% | -2.3% | -27.4% | -30.4% |
| 30D | -65.3% | -0.9% | -64.4% | -65.1% |
| 3M | -57.3% | +13.8% | -71.2% | -54.0% |
| 6M | -61.6% | +2.0% | -63.6% | -63.2% |
| YTD | -78.3% | -3.2% | -75.1% | -80.2% |
| 1Y | -30.2% | -9.2% | -21.1% | -43.7% |
| All | -99.2% | -10.8% | -88.4% | -98.9% |
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