+109.6%
VRT vs MSTZ
-19.0%
+128.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.5% | -15.1% | -9.1% |
| 7D | +2.4% | -23.6% | +26.0% | +0.7% |
| 30D | -2.7% | -60.7% | +58.1% | -8.9% |
| 3M | -9.2% | -58.3% | +49.1% | -11.8% |
| 6M | -0.5% | -60.0% | +59.5% | -0.3% |
| YTD | +62.3% | -75.2% | +137.6% | +60.6% |
| 1Y | +109.6% | -19.9% | +129.5% | +172.1% |
| All | +109.6% | -19.0% | +128.6% | +172.1% |
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