-99.3%
MSTZ vs VO
+31.7%
-130.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | +4.1% |
| 7D | +31.0% | +0.2% | +30.8% | +32.6% |
| 30D | +34.0% | +2.0% | +31.9% | +52.7% |
| 3M | -67.7% | -0.3% | -67.4% | -65.4% |
| 6M | -14.9% | +7.3% | -22.2% | +35.6% |
| YTD | -79.1% | +15.0% | -94.1% | -42.3% |
| 1Y | -58.9% | +14.7% | -73.6% | +11.8% |
| All | -99.3% | +31.7% | -130.9% | -91.2% |
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