+120.6%
VLO vs MSTZ
-63.1%
+183.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -9.6% | +3.8% | -5.7% |
| 7D | -6.0% | +0.7% | -6.7% | -5.9% |
| 30D | -12.9% | +16.6% | -29.5% | -12.8% |
| 3M | +18.3% | -74.7% | +93.0% | +17.4% |
| 6M | +46.4% | -43.9% | +90.4% | +47.4% |
| YTD | +127.7% | -84.0% | +211.8% | +126.2% |
| 1Y | +120.6% | -65.1% | +185.7% | +128.0% |
| All | +120.6% | -63.1% | +183.7% | +128.0% |
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