-34.0%
MZTI vs VT
+66.2%
-100.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -7.0% | +1.0% | -8.0% | -7.3% |
| 30D | -8.3% | -0.2% | -8.1% | -8.3% |
| 3M | -4.5% | +4.5% | -9.1% | -6.3% |
| 6M | -35.3% | +14.1% | -49.4% | -38.9% |
| YTD | -35.7% | +14.8% | -50.5% | -39.5% |
| 1Y | -42.3% | +21.2% | -63.5% | -47.1% |
| 3Y | -30.6% | +76.6% | -107.1% | -45.9% |
| 5Y | -34.0% | +66.6% | -100.6% | -48.7% |
| All | -34.0% | +66.2% | -100.2% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling