-61.4%
MSTZ price history and return analytics
+13.3%
-74.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.4% | -7.2% |
| 7D | +5.6% | -1.6% | +7.2% | -2.4% |
| 30D | +21.7% | -2.5% | +24.2% | +10.5% |
| 3M | -73.7% | -1.3% | -72.4% | -72.9% |
| 6M | -42.6% | +3.1% | -45.7% | -20.2% |
| YTD | -82.3% | +10.9% | -93.3% | -56.6% |
| All | -61.4% | +13.3% | -74.7% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling