-30.0%
MZTI vs VT
+77.9%
-107.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -8.2% | +0.4% | -8.7% | -8.4% |
| 30D | -5.3% | +1.0% | -6.2% | -5.6% |
| 3M | -0.1% | +2.4% | -2.5% | -1.1% |
| 6M | -36.4% | +12.0% | -48.4% | -39.5% |
| YTD | -34.9% | +15.3% | -50.2% | -39.0% |
| 1Y | -41.1% | +22.6% | -63.7% | -46.8% |
| All | -30.0% | +77.9% | -107.8% | -48.8% |
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