+42.5%
VWO vs MSTZ
-99.1%
+141.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.6% | -8.1% | -1.3% |
| 7D | -1.7% | +24.8% | -26.5% | -0.8% |
| 30D | -0.3% | -59.2% | +58.9% | -3.1% |
| 3M | +4.0% | -56.9% | +60.8% | +2.3% |
| 6M | +8.1% | -57.6% | +65.7% | +7.5% |
| YTD | +11.6% | -73.6% | +85.2% | +11.0% |
| 1Y | +16.2% | -15.6% | +31.8% | +22.0% |
| All | +42.5% | -99.1% | +141.6% | +30.6% |
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