+40.1%
VG vs MSTZ
-54.6%
+94.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +2.3% |
| 7D | -8.3% | +4.3% | -12.6% | -8.4% |
| 30D | -10.3% | +30.2% | -40.5% | -10.7% |
| 3M | -10.8% | -66.9% | +56.1% | -9.9% |
| 6M | +3.5% | -26.3% | +29.8% | +6.6% |
| YTD | +74.0% | -80.1% | +154.1% | +76.0% |
| All | +40.1% | -54.6% | +94.7% | +53.5% |
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