+153.0%
VLO vs MSTZ
-18.6%
+171.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.0% | +1.3% |
| 7D | +5.3% | +17.0% | -11.7% | +5.4% |
| 30D | +18.2% | -61.8% | +80.0% | +17.3% |
| 3M | +53.3% | -54.6% | +107.9% | +52.7% |
| 6M | +70.4% | -59.3% | +129.7% | +68.6% |
| YTD | +143.4% | -74.6% | +218.0% | +140.9% |
| 1Y | +153.0% | -18.8% | +171.8% | +152.0% |
| All | +153.0% | -18.6% | +171.6% | +152.0% |
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