+48.3%
VXUS vs MSTZ
-99.2%
+147.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.2% | -0.6% |
| 7D | +0.3% | -23.6% | +23.8% | -0.4% |
| 30D | +0.7% | -60.7% | +61.4% | -2.0% |
| 3M | +4.8% | -58.3% | +63.0% | +3.1% |
| 6M | +11.3% | -60.0% | +71.3% | +10.5% |
| YTD | +16.5% | -75.2% | +91.7% | +15.6% |
| 1Y | +24.3% | -19.9% | +44.2% | +29.4% |
| All | +48.3% | -99.2% | +147.5% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling