+588.9%
VST vs MTZ
+80.0%
+508.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +9.5% | +1.0% | +6.0% |
| 7D | -9.8% | -6.4% | -3.4% | -6.7% |
| 30D | -25.1% | -22.1% | -3.1% | -15.8% |
| 3M | -11.6% | -32.7% | +21.1% | +5.4% |
| 6M | -20.9% | -59.8% | +38.9% | +17.2% |
| YTD | -22.3% | -19.9% | -2.4% | -18.9% |
| 1Y | -32.0% | -11.5% | -20.5% | -32.5% |
| 3Y | +262.4% | +258.1% | +4.3% | +160.0% |
| All | +588.9% | +80.0% | +508.9% | +423.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling