-42.8%
MZTI vs VT
+20.4%
-63.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.8% |
| 7D | -8.3% | -0.1% | -8.1% | -8.3% |
| 30D | -10.4% | -0.7% | -9.7% | -10.5% |
| 3M | -7.1% | +4.0% | -11.1% | -6.6% |
| 6M | -37.1% | +12.3% | -49.4% | -36.3% |
| YTD | -36.9% | +14.0% | -50.9% | -35.5% |
| 1Y | -42.8% | +20.3% | -63.1% | -42.9% |
| All | -42.8% | +20.4% | -63.2% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling