-87.5%
MSTU vs VIG
+25.7%
-113.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -3.0% |
| 7D | +12.9% | -1.2% | +14.1% | +20.5% |
| 30D | +68.3% | -2.8% | +71.2% | +93.0% |
| 3M | +0.4% | +2.5% | -2.1% | -9.0% |
| 6M | -41.5% | +8.1% | -49.6% | -57.3% |
| YTD | -61.7% | +9.6% | -71.3% | -72.0% |
| 1Y | -93.7% | +14.2% | -107.8% | -96.0% |
| All | -87.5% | +25.7% | -113.2% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling