+41.5%
VXUS vs MSTZ
-99.3%
+140.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.9% | -2.1% | +3.0% |
| 7D | +0.8% | +4.3% | -3.5% | +1.1% |
| 30D | -1.9% | +30.2% | -32.0% | -0.5% |
| 3M | -4.4% | -66.9% | +62.5% | -6.7% |
| 6M | -2.0% | -26.3% | +24.4% | -0.2% |
| YTD | +11.1% | -80.1% | +91.2% | +10.4% |
| 1Y | +15.1% | -57.5% | +72.5% | +17.7% |
| All | +41.5% | -99.3% | +140.8% | +31.6% |
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