+51.6%
VEA vs MSTZ
-99.3%
+150.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.5% |
| 7D | +1.0% | -29.7% | +30.7% | 0.0% |
| 30D | +1.9% | -65.3% | +67.2% | -1.2% |
| 3M | +3.2% | -57.3% | +60.5% | +1.7% |
| 6M | +10.2% | -61.6% | +71.9% | +9.2% |
| YTD | +18.9% | -78.3% | +97.2% | +17.4% |
| 1Y | +29.3% | -30.2% | +59.6% | +33.9% |
| All | +51.6% | -99.3% | +150.9% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling