-44.6%
VG vs MSTZ
-69.1%
+24.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.8% | -0.6% |
| 7D | +14.0% | +30.8% | -16.8% | +15.9% |
| 30D | -1.0% | +41.2% | -42.2% | +1.7% |
| 3M | -2.7% | -60.9% | +58.2% | -7.2% |
| 6M | +1.5% | -15.7% | +17.2% | +7.8% |
| YTD | +93.7% | -75.2% | +168.9% | +88.8% |
| 1Y | +68.5% | -59.8% | +128.3% | +82.2% |
| All | -44.6% | -69.1% | +24.5% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling