-55.5%
MSTZ vs VO
+13.8%
-69.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.7% | +7.4% |
| 7D | +21.1% | -0.2% | +21.3% | +19.9% |
| 30D | +40.1% | +0.5% | +39.6% | +47.9% |
| 3M | -66.1% | -1.1% | -65.0% | -65.2% |
| 6M | -20.7% | +6.4% | -27.1% | +24.7% |
| YTD | -78.6% | +13.5% | -92.1% | -42.4% |
| 1Y | -55.5% | +13.6% | -69.1% | +20.4% |
| All | -55.5% | +13.8% | -69.2% | +20.4% |
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