+232.5%
VRT vs MSTZ
-99.2%
+331.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.2% | -4.5% | +4.7% |
| 7D | +13.6% | -25.4% | +39.0% | +10.8% |
| 30D | +6.8% | -60.9% | +67.6% | -2.2% |
| 3M | -3.2% | -54.2% | +51.0% | -6.7% |
| 6M | +20.3% | -65.0% | +85.3% | +16.1% |
| YTD | +79.6% | -76.5% | +156.1% | +74.6% |
| 1Y | +139.0% | -23.4% | +162.4% | +186.4% |
| All | +232.5% | -99.2% | +331.7% | +219.5% |
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 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