+189.4%
VLO vs MSTZ
-99.2%
+288.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.8% | -9.7% | +3.3% |
| 7D | +6.8% | +25.6% | -18.8% | +7.3% |
| 30D | -17.9% | +50.6% | -68.4% | -17.0% |
| 3M | +13.5% | -64.5% | +78.1% | +11.5% |
| 6M | +53.0% | -14.0% | +67.1% | +55.5% |
| YTD | +133.7% | -76.4% | +210.1% | +131.8% |
| 1Y | +115.7% | -56.2% | +171.9% | +119.7% |
| All | +189.4% | -99.2% | +288.6% | +183.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling