-99.3%
MSTZ vs VT
+34.4%
-133.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -4.1% | +21.8% | -3.8% |
| 7D | +13.4% | -4.2% | +17.5% | -6.4% |
| 30D | +37.5% | -5.8% | +43.3% | +7.1% |
| 3M | -69.9% | -5.2% | -64.7% | -74.2% |
| 6M | -32.0% | +0.1% | -32.1% | -16.5% |
| YTD | -81.2% | +8.2% | -89.4% | -57.6% |
| 1Y | -56.1% | +10.1% | -66.2% | +8.9% |
| All | -99.3% | +34.4% | -133.7% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling