-30.2%
MSTZ vs VO
+15.8%
-46.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +1.5% |
| 7D | -29.7% | -0.3% | -29.5% | -28.7% |
| 30D | -65.3% | -0.3% | -64.9% | -64.9% |
| 3M | -57.3% | +2.9% | -60.3% | -46.7% |
| 6M | -61.6% | +9.3% | -71.0% | -29.1% |
| YTD | -78.3% | +14.2% | -92.5% | -39.0% |
| 1Y | -30.2% | +15.3% | -45.5% | +101.7% |
| All | -30.2% | +15.8% | -46.1% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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