+36.3%
VUG vs MSTZ
-99.3%
+135.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.6% | -8.4% | -0.3% |
| 7D | -1.2% | +21.1% | -22.3% | +0.2% |
| 30D | -8.9% | +40.1% | -48.9% | -6.3% |
| 3M | -5.9% | -66.1% | +60.2% | -9.3% |
| 6M | -3.3% | -20.7% | +17.5% | +0.2% |
| YTD | +3.4% | -78.6% | +82.0% | +2.9% |
| 1Y | +1.9% | -55.5% | +57.4% | +7.0% |
| All | +36.3% | -99.3% | +135.5% | +35.5% |
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