+35.3%
VGT vs MSTZ
-18.6%
+53.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +0.9% |
| 7D | -0.2% | +17.0% | -17.2% | +1.1% |
| 30D | -0.4% | -61.8% | +61.4% | -5.9% |
| 3M | +4.4% | -54.6% | +59.0% | +2.1% |
| 6M | +32.1% | -59.3% | +91.3% | +30.9% |
| YTD | +28.8% | -74.6% | +103.4% | +27.3% |
| 1Y | +35.3% | -18.8% | +54.2% | +52.6% |
| All | +35.3% | -18.6% | +53.9% | +52.6% |
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 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