+4.4%
VNQ vs MSTZ
-99.2%
+103.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -0.9% |
| 7D | -0.9% | -23.6% | +22.7% | -1.2% |
| 30D | -2.2% | -60.7% | +58.5% | -3.6% |
| 3M | -1.9% | -58.3% | +56.3% | -2.7% |
| 6M | +3.2% | -60.0% | +63.3% | +2.9% |
| YTD | +9.4% | -75.2% | +84.6% | +8.9% |
| 1Y | +7.5% | -19.9% | +27.4% | +10.4% |
| All | +4.4% | -99.2% | +103.5% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling