-99.1%
MSTZ vs VO
+30.6%
-129.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +5.0% |
| 7D | +30.8% | +3.1% | +27.7% | +50.9% |
| 30D | +41.2% | +2.2% | +39.0% | +62.3% |
| 3M | -60.9% | -2.5% | -58.4% | -62.4% |
| 6M | -15.7% | +7.0% | -22.6% | +32.6% |
| YTD | -75.2% | +14.0% | -89.2% | -34.2% |
| 1Y | -59.8% | +15.6% | -75.4% | +13.4% |
| All | -99.1% | +30.6% | -129.7% | -90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling