+4.2%
VNQ vs MSTZ
-99.1%
+103.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +0.7% |
| 7D | -1.3% | +17.0% | -18.3% | -1.0% |
| 30D | -2.6% | -61.8% | +59.2% | -4.0% |
| 3M | -2.0% | -54.6% | +52.6% | -2.6% |
| 6M | +4.3% | -59.3% | +63.6% | +4.0% |
| YTD | +9.2% | -74.6% | +83.8% | +8.8% |
| 1Y | +5.6% | -18.8% | +24.4% | +8.5% |
| All | +4.2% | -99.1% | +103.3% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling