+35.7%
VTV vs MSTZ
-99.1%
+134.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +0.6% |
| 7D | -1.1% | +17.0% | -18.1% | -0.7% |
| 30D | -1.0% | -61.8% | +60.8% | -2.9% |
| 3M | +4.6% | -54.6% | +59.2% | +3.8% |
| 6M | +13.5% | -59.3% | +72.8% | +13.0% |
| YTD | +18.5% | -74.6% | +93.1% | +17.9% |
| 1Y | +22.9% | -18.8% | +41.7% | +27.2% |
| All | +35.7% | -99.1% | +134.8% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling