+43.4%
VWO vs MSTZ
-99.1%
+142.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.4% | +0.5% |
| 7D | -1.8% | +17.0% | -18.8% | -1.1% |
| 30D | -0.1% | -61.8% | +61.7% | -3.1% |
| 3M | +2.2% | -54.6% | +56.8% | +0.8% |
| 6M | +8.8% | -59.3% | +68.0% | +7.9% |
| YTD | +12.4% | -74.6% | +87.0% | +11.5% |
| 1Y | +15.6% | -18.8% | +34.4% | +21.2% |
| All | +43.4% | -99.1% | +142.6% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling