+38.8%
VST vs MSTZ
-99.4%
+138.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.8% | +9.8% | +10.6% |
| 7D | -9.8% | -1.2% | -8.6% | -9.8% |
| 30D | -25.1% | +22.2% | -47.3% | -23.1% |
| 3M | -11.6% | -70.4% | +58.8% | -17.4% |
| 6M | -20.9% | -31.0% | +10.1% | -17.3% |
| YTD | -22.3% | -81.0% | +58.7% | -24.1% |
| 1Y | -32.0% | -61.2% | +29.2% | -27.1% |
| All | +38.8% | -99.4% | +138.1% | +56.5% |
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