-99.2%
MSTZ vs VT
+43.2%
-142.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.5% |
| 7D | -29.7% | +0.4% | -30.2% | -26.1% |
| 30D | -65.3% | +1.0% | -66.3% | -61.8% |
| 3M | -57.3% | +2.4% | -59.7% | -46.1% |
| 6M | -61.6% | +12.0% | -73.6% | -17.0% |
| YTD | -78.3% | +15.3% | -93.6% | -37.1% |
| 1Y | -30.2% | +22.6% | -52.8% | +188.4% |
| All | -99.2% | +43.2% | -142.4% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling