+38.7%
VT vs MSTZ
-99.3%
+138.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +2.8% |
| 7D | +0.4% | +4.3% | -3.9% | +0.7% |
| 30D | -2.6% | +30.2% | -32.7% | -1.0% |
| 3M | -3.2% | -66.9% | +63.7% | -5.9% |
| 6M | +0.9% | -26.3% | +27.3% | +3.1% |
| YTD | +11.3% | -80.1% | +91.4% | +10.4% |
| 1Y | +14.0% | -57.5% | +71.5% | +17.5% |
| All | +38.7% | -99.3% | +138.0% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling