+1,216.9%
VST vs MTZ
+705.4%
+511.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +2.7% |
| 7D | +8.9% | -1.6% | +10.5% | +9.6% |
| 30D | +6.2% | -11.1% | +17.3% | +10.6% |
| 3M | -2.7% | -36.7% | +34.0% | +13.3% |
| 6M | -8.4% | -21.9% | +13.6% | -2.1% |
| YTD | -7.2% | +9.1% | -16.3% | -13.2% |
| 1Y | -20.9% | +30.0% | -50.9% | -30.8% |
| 3Y | +384.0% | +138.5% | +245.5% | +256.3% |
| 5Y | +757.1% | +158.3% | +598.7% | +489.6% |
| All | +1,216.9% | +705.4% | +511.5% | +506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling