+9.6%
VFC vs MSTZ
-99.2%
+108.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +12.8% | -15.8% | -1.9% |
| 7D | -1.4% | +25.6% | -27.0% | +0.5% |
| 30D | +24.6% | +50.6% | -25.9% | +29.8% |
| 3M | +38.4% | -64.5% | +102.9% | +31.2% |
| 6M | +15.3% | -14.0% | +29.3% | +22.1% |
| YTD | +12.7% | -76.4% | +89.1% | +12.5% |
| 1Y | +32.7% | -56.2% | +88.9% | +42.8% |
| All | +9.6% | -99.2% | +108.8% | +13.6% |
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