-86.8%
MSTU vs VIG
+26.4%
-113.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.9% | -5.0% |
| 7D | +16.1% | -0.4% | +16.6% | +19.5% |
| 30D | +68.7% | -2.1% | +70.7% | +86.4% |
| 3M | -11.0% | +3.3% | -14.3% | -22.8% |
| 6M | -33.4% | +9.3% | -42.7% | -53.7% |
| YTD | -59.5% | +10.1% | -69.7% | -71.2% |
| 1Y | -93.4% | +14.7% | -108.1% | -96.0% |
| All | -86.8% | +26.4% | -113.2% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling