+122.1%
VRT vs MSTZ
-99.3%
+221.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.6% | -10.7% | -2.2% |
| 7D | -17.7% | +21.1% | -38.8% | -15.3% |
| 30D | -20.0% | +40.1% | -60.1% | -15.2% |
| 3M | -28.1% | -66.1% | +38.0% | -33.0% |
| 6M | -42.8% | -20.7% | -22.1% | -37.7% |
| YTD | +20.0% | -78.6% | +98.6% | +19.4% |
| 1Y | +3.5% | -55.5% | +59.0% | +16.4% |
| All | +122.1% | -99.3% | +221.4% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling