+49.1%
V vs MSTZ
-99.3%
+148.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.6% | -7.2% | +0.5% |
| 7D | +0.8% | +21.1% | -20.3% | +1.2% |
| 30D | +9.9% | +40.1% | -30.1% | +10.8% |
| 3M | +17.5% | -66.1% | +83.6% | +16.3% |
| 6M | +33.5% | -20.7% | +54.2% | +34.7% |
| YTD | +21.6% | -78.6% | +100.2% | +21.1% |
| 1Y | +27.6% | -55.5% | +83.1% | +29.7% |
| All | +49.1% | -99.3% | +148.4% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling