-20.9%
VST vs MSTZ
-29.5%
+8.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.7% |
| 7D | +8.9% | -29.7% | +38.6% | +7.5% |
| 30D | +6.2% | -65.3% | +71.5% | +1.6% |
| 3M | -2.7% | -57.3% | +54.6% | -3.9% |
| 6M | -8.4% | -61.6% | +53.3% | -8.5% |
| YTD | -7.2% | -78.3% | +71.1% | -9.4% |
| 1Y | -20.9% | -30.2% | +9.3% | -11.1% |
| All | -20.9% | -29.5% | +8.6% | -11.1% |
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