+12.8%
VG vs MSTZ
-29.5%
+42.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.4% |
| 7D | +1.7% | -29.7% | +31.4% | +1.5% |
| 30D | +16.0% | -65.3% | +81.3% | +15.4% |
| 3M | +9.7% | -57.3% | +67.1% | +11.0% |
| 6M | +29.6% | -61.6% | +91.2% | +28.5% |
| YTD | +112.0% | -78.3% | +190.3% | +110.4% |
| 1Y | +12.8% | -30.2% | +43.0% | +40.5% |
| All | +12.8% | -29.5% | +42.3% | +40.5% |
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