+73.6%
VGT vs MSTZ
-99.2%
+172.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.2% | -8.4% | +0.4% |
| 7D | +1.8% | -25.4% | +27.2% | +0.3% |
| 30D | -0.3% | -60.9% | +60.5% | -5.5% |
| 3M | +3.4% | -54.2% | +57.5% | +1.0% |
| 6M | +35.0% | -65.0% | +100.0% | +31.9% |
| YTD | +28.8% | -76.5% | +105.3% | +26.5% |
| 1Y | +38.0% | -23.4% | +61.4% | +50.9% |
| All | +73.6% | -99.2% | +172.9% | +68.2% |
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