-0.9%
VCIT vs MSTZ
-56.8%
+55.8%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +0.1% | -1.2% | +1.3% | +0.1% |
| 30D | +1.9% | +22.2% | -20.3% | +2.1% |
| 3M | -1.4% | -70.4% | +69.0% | -1.9% |
| 6M | -2.1% | -31.0% | +28.9% | -2.0% |
| YTD | -1.6% | -81.0% | +79.4% | -1.6% |
| 1Y | -0.9% | -61.2% | +60.3% | -0.3% |
| All | -0.9% | -56.8% | +55.8% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling