-99.3%
MSTZ vs VOO
+34.0%
-133.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +2.3% |
| 7D | -1.2% | -2.7% | +1.5% | -12.0% |
| 30D | +22.2% | -5.4% | +27.5% | -2.3% |
| 3M | -70.4% | -4.1% | -66.3% | -72.9% |
| 6M | -31.0% | +0.7% | -31.7% | -12.4% |
| YTD | -81.0% | +8.7% | -89.8% | -57.4% |
| 1Y | -61.2% | +11.0% | -72.1% | -3.8% |
| All | -99.3% | +34.0% | -133.4% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling