-28.5%
VST vs MTZ
-8.2%
-20.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.6% | -1.3% | +3.5% |
| 7D | -0.5% | -2.4% | +1.9% | +0.5% |
| 30D | -17.1% | -11.1% | -6.0% | -13.4% |
| 3M | -4.6% | -30.6% | +26.0% | +8.3% |
| 6M | -9.1% | -54.4% | +45.3% | +21.5% |
| YTD | -16.6% | -13.0% | -3.6% | -27.9% |
| All | -28.5% | -8.2% | -20.2% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling