-94.0%
MSTU vs VIG
+12.7%
-106.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.3% | -4.2% |
| 7D | -22.0% | -2.2% | -19.8% | -10.9% |
| 30D | +60.3% | -3.2% | +63.5% | +93.7% |
| 3M | -3.7% | +3.0% | -6.8% | -18.6% |
| 6M | -45.2% | +8.1% | -53.3% | -64.0% |
| YTD | -64.3% | +9.1% | -73.4% | -74.9% |
| 1Y | -94.0% | +12.6% | -106.6% | -96.3% |
| All | -94.0% | +12.7% | -106.7% | -96.3% |
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