-46.6%
VG vs MSTZ
-73.9%
+27.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +5.4% |
| 7D | +5.5% | +31.0% | -25.5% | +7.5% |
| 30D | -3.6% | +34.0% | -37.5% | -1.2% |
| 3M | -4.0% | -67.7% | +63.7% | -9.6% |
| 6M | +9.4% | -14.9% | +24.3% | +17.3% |
| YTD | +86.6% | -79.1% | +165.7% | +80.0% |
| 1Y | +69.5% | -58.9% | +128.5% | +88.1% |
| All | -46.6% | -73.9% | +27.3% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling