-29.9%
VFC vs MSTZ
-99.2%
+69.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -1.8% |
| 7D | -2.3% | -23.6% | +21.2% | -3.8% |
| 30D | -13.4% | -60.7% | +47.4% | -18.6% |
| 3M | -23.7% | -58.3% | +34.6% | -26.4% |
| 6M | -24.5% | -60.0% | +35.6% | -25.6% |
| YTD | -27.8% | -75.2% | +47.4% | -29.0% |
| 1Y | -13.5% | -19.9% | +6.4% | -0.7% |
| All | -29.9% | -99.2% | +69.3% | -28.3% |
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 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