+47.8%
VTR vs MSTZ
-99.2%
+147.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.2% | -8.6% | -0.4% |
| 7D | -2.4% | -25.4% | +23.0% | -2.4% |
| 30D | -3.7% | -60.9% | +57.1% | -3.8% |
| 3M | +13.5% | -54.2% | +67.7% | +13.6% |
| 6M | +7.2% | -65.0% | +72.2% | +7.2% |
| YTD | +17.6% | -76.5% | +94.1% | +17.5% |
| 1Y | +35.4% | -23.4% | +58.8% | +35.9% |
| All | +47.8% | -99.2% | +147.0% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling