+608.4%
VST vs MTZ
+89.4%
+519.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.5% |
| 7D | +6.6% | +5.0% | +1.6% | +4.1% |
| 30D | -12.4% | -6.0% | -6.4% | -9.7% |
| 3M | -9.0% | -36.1% | +27.1% | +11.2% |
| 6M | -6.4% | -56.9% | +50.4% | +34.1% |
| YTD | -17.2% | -15.9% | -1.3% | -15.6% |
| 1Y | -22.0% | -3.8% | -18.2% | -25.7% |
| 3Y | +296.7% | +272.3% | +24.4% | +178.1% |
| All | +608.4% | +89.4% | +519.0% | +421.2% |
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