+769.3%
VST vs MTZ
+158.3%
+611.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +2.6% |
| 7D | +8.9% | -1.6% | +10.5% | +9.7% |
| 30D | +6.2% | -11.1% | +17.3% | +11.5% |
| 3M | -2.7% | -36.7% | +34.0% | +16.7% |
| 6M | -8.4% | -21.9% | +13.6% | -1.6% |
| YTD | -7.2% | +9.1% | -16.3% | -15.7% |
| 1Y | -20.9% | +30.0% | -50.9% | -33.9% |
| 3Y | +384.0% | +138.5% | +245.5% | +246.2% |
| All | +769.3% | +158.3% | +611.0% | +473.5% |
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