-39.3%
VG vs MSTZ
-72.9%
+33.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.2% |
| 7D | +1.7% | -29.7% | +31.4% | -0.4% |
| 30D | +16.0% | -65.3% | +81.3% | +8.4% |
| 3M | +9.7% | -57.3% | +67.1% | +7.1% |
| 6M | +29.6% | -61.6% | +91.2% | +24.6% |
| YTD | +112.0% | -78.3% | +190.3% | +102.3% |
| 1Y | +12.8% | -30.2% | +43.0% | +40.2% |
| All | -39.3% | -72.9% | +33.6% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling