+49.5%
VXUS vs MSTZ
-99.2%
+148.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.2% | -8.6% | -0.1% |
| 7D | +1.6% | -25.4% | +27.0% | +0.8% |
| 30D | +1.0% | -60.9% | +61.9% | -1.7% |
| 3M | +5.7% | -54.2% | +59.8% | +4.3% |
| 6M | +13.6% | -65.0% | +78.6% | +12.2% |
| YTD | +17.4% | -76.5% | +93.9% | +16.2% |
| 1Y | +25.1% | -23.4% | +48.5% | +30.0% |
| All | +49.5% | -99.2% | +148.7% | +38.6% |
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 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