+49.4%
VEA vs MSTZ
-99.1%
+148.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.8% | +0.9% |
| 7D | -1.5% | +17.0% | -18.5% | -0.8% |
| 30D | -0.8% | -61.8% | +61.0% | -3.6% |
| 3M | +2.5% | -54.6% | +57.1% | +1.1% |
| 6M | +11.1% | -59.3% | +70.4% | +10.4% |
| YTD | +17.2% | -74.6% | +91.7% | +16.4% |
| 1Y | +24.5% | -18.8% | +43.3% | +29.7% |
| All | +49.4% | -99.1% | +148.6% | +40.2% |
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 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