-99.3%
MSTZ vs VO
+26.8%
-126.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -3.5% | +21.2% | +0.1% |
| 7D | +13.4% | -3.3% | +16.7% | -1.9% |
| 30D | +37.5% | -1.8% | +39.4% | +32.0% |
| 3M | -69.9% | -3.4% | -66.6% | -72.1% |
| 6M | -32.0% | +3.0% | -35.0% | -10.0% |
| YTD | -81.2% | +10.7% | -91.9% | -56.4% |
| 1Y | -56.1% | +11.8% | -67.9% | +6.9% |
| All | -99.3% | +26.8% | -126.1% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling