-38.2%
MSTU vs VIG
+10.3%
-48.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.9% | -4.7% |
| 7D | +16.1% | -0.4% | +16.6% | +19.9% |
| 30D | +68.7% | -2.1% | +70.7% | +87.1% |
| 3M | -11.0% | +3.3% | -14.3% | -25.5% |
| All | -38.2% | +10.3% | -48.4% | -58.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling