-99.1%
MSTZ price history and return analytics
+41.5%
-140.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +2.1% |
| 7D | -23.6% | -0.1% | -23.4% | -21.9% |
| 30D | -60.7% | -0.7% | -60.0% | -60.3% |
| 3M | -58.3% | +4.0% | -62.2% | -43.5% |
| 6M | -60.0% | +12.3% | -72.3% | -12.8% |
| YTD | -75.2% | +14.0% | -89.2% | -32.1% |
| 1Y | -19.9% | +20.3% | -40.2% | +202.1% |
| All | -99.1% | +41.5% | -140.7% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling