+39.2%
VOO vs MSTZ
-99.2%
+138.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -5.9% | -0.2% |
| 7D | -0.4% | -23.6% | +23.2% | -1.2% |
| 30D | -1.4% | -60.7% | +59.3% | -4.5% |
| 3M | +3.7% | -58.3% | +62.0% | +1.7% |
| 6M | +13.0% | -60.0% | +73.1% | +12.0% |
| YTD | +12.4% | -75.2% | +87.7% | +11.4% |
| 1Y | +18.6% | -19.9% | +38.5% | +25.6% |
| All | +39.2% | -99.2% | +138.4% | +36.0% |
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 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