+27.9%
VTV vs MSTZ
-63.1%
+90.9%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.6% | +11.1% | +1.3% |
| 7D | +1.8% | +0.7% | +1.0% | +1.8% |
| 30D | +6.0% | +16.6% | -10.6% | +6.4% |
| 3M | +3.7% | -74.7% | +78.3% | +1.9% |
| 6M | +13.9% | -43.9% | +57.9% | +15.0% |
| YTD | +22.8% | -84.0% | +106.8% | +21.3% |
| 1Y | +27.9% | -65.1% | +93.0% | +28.3% |
| All | +27.9% | -63.1% | +90.9% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling