-8.2%
VFC vs MSTZ
-29.5%
+21.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +2.5% |
| 7D | -1.6% | -29.7% | +28.1% | -2.9% |
| 30D | -11.6% | -65.3% | +53.7% | -15.7% |
| 3M | -18.1% | -57.3% | +39.2% | -19.0% |
| 6M | -27.4% | -61.6% | +34.3% | -27.6% |
| YTD | -24.8% | -78.3% | +53.5% | -25.3% |
| 1Y | -8.2% | -30.2% | +22.0% | +10.7% |
| All | -8.2% | -29.5% | +21.2% | +10.7% |
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