+48.5%
V vs MSTZ
-99.3%
+147.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | 0.0% |
| 7D | -0.8% | +4.3% | -5.1% | -0.6% |
| 30D | +9.5% | +30.2% | -20.6% | +10.2% |
| 3M | +16.7% | -66.9% | +83.6% | +15.4% |
| 6M | +32.9% | -26.3% | +59.3% | +34.0% |
| YTD | +21.1% | -80.1% | +101.2% | +20.4% |
| 1Y | +26.6% | -57.5% | +84.1% | +28.7% |
| All | +48.5% | -99.3% | +147.9% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling