-61.2%
MSTZ vs VO
+11.7%
-72.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | 0.0% |
| 7D | -1.2% | -2.6% | +1.3% | -12.5% |
| 30D | +22.2% | -0.9% | +23.1% | +21.6% |
| 3M | -70.4% | -3.0% | -67.4% | -72.2% |
| 6M | -31.0% | +2.2% | -33.2% | -11.2% |
| YTD | -81.0% | +10.6% | -91.6% | -55.2% |
| 1Y | -61.2% | +12.5% | -73.7% | -2.9% |
| All | -61.2% | +11.7% | -72.9% | -2.9% |
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