+143.6%
VLO vs MSTZ
-29.5%
+173.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | +5.2% | -29.7% | +34.9% | +5.0% |
| 30D | +22.6% | -65.3% | +87.9% | +21.6% |
| 3M | +43.8% | -57.3% | +101.1% | +43.2% |
| 6M | +65.7% | -61.6% | +127.4% | +64.8% |
| YTD | +131.1% | -78.3% | +209.4% | +128.5% |
| 1Y | +143.6% | -30.2% | +173.9% | +144.9% |
| All | +143.6% | -29.5% | +173.1% | +144.9% |
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