-51.4%
VG vs MSTZ
-76.3%
+25.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -22.0% | -1.2% | -20.8% | -22.0% |
| 30D | -11.6% | +22.2% | -33.8% | -10.0% |
| 3M | -14.9% | -70.4% | +55.5% | -20.3% |
| 6M | -3.5% | -31.0% | +27.5% | +1.5% |
| YTD | +70.0% | -81.0% | +151.0% | +62.9% |
| 1Y | +50.0% | -61.2% | +111.2% | +67.0% |
| All | -51.4% | -76.3% | +25.0% | -38.4% |
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