-50.2%
VG vs MSTZ
-75.2%
+25.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +2.7% |
| 7D | -8.3% | +4.3% | -12.6% | -7.9% |
| 30D | -10.3% | +30.2% | -40.5% | -8.3% |
| 3M | -10.8% | -66.9% | +56.1% | -15.7% |
| 6M | +3.5% | -26.3% | +29.8% | +9.4% |
| YTD | +74.0% | -80.1% | +154.1% | +67.2% |
| 1Y | +48.9% | -57.5% | +106.4% | +67.6% |
| All | -50.2% | -75.2% | +25.0% | -36.8% |
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