-92.7%
MSTU vs VIG
+16.9%
-109.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -0.6% |
| 7D | +21.3% | -0.4% | +21.8% | +25.3% |
| 30D | +90.8% | -1.0% | +91.8% | +101.1% |
| 3M | -6.8% | +2.8% | -9.5% | -19.7% |
| 6M | -39.8% | +8.2% | -48.0% | -59.9% |
| YTD | -55.7% | +11.0% | -66.7% | -71.8% |
| 1Y | -92.7% | +16.1% | -108.8% | -95.8% |
| All | -92.7% | +16.9% | -109.5% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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