+30.2%
VRTX vs MSTZ
-63.1%
+93.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.6% | +13.0% | +3.1% |
| 7D | +3.7% | +0.7% | +2.9% | +3.8% |
| 30D | +9.0% | +16.6% | -7.6% | +10.0% |
| 3M | +14.7% | -74.7% | +89.4% | +10.1% |
| 6M | +27.7% | -43.9% | +71.6% | +28.9% |
| YTD | +21.1% | -84.0% | +105.1% | +16.6% |
| 1Y | +30.2% | -65.1% | +95.3% | +32.1% |
| All | +30.2% | -63.1% | +93.3% | +32.1% |
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