+1,238.2%
VST vs MTZ
+735.9%
+502.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +0.2% |
| 7D | +9.9% | +3.6% | +6.3% | +8.4% |
| 30D | +7.9% | -9.6% | +17.6% | +11.9% |
| 3M | +3.4% | -31.9% | +35.4% | +17.1% |
| 6M | -4.1% | -13.8% | +9.7% | -1.5% |
| YTD | -5.7% | +13.3% | -19.0% | -13.1% |
| 1Y | -18.9% | +39.3% | -58.2% | -30.8% |
| 3Y | +359.1% | +168.3% | +190.7% | +225.8% |
| 5Y | +766.9% | +166.4% | +600.5% | +489.0% |
| All | +1,238.2% | +735.9% | +502.3% | +507.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling