+115.7%
VLO vs MSTZ
-52.7%
+168.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.8% | -9.7% | +3.1% |
| 7D | +6.8% | +25.6% | -18.8% | +6.8% |
| 30D | -17.9% | +50.6% | -68.4% | -17.8% |
| 3M | +13.5% | -64.5% | +78.1% | +12.4% |
| 6M | +53.0% | -14.0% | +67.1% | +54.4% |
| YTD | +133.7% | -76.4% | +210.1% | +132.3% |
| 1Y | +115.7% | -56.2% | +171.9% | +125.9% |
| All | +115.7% | -52.7% | +168.4% | +125.9% |
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