-65.1%
MSTZ vs VIG
+19.5%
-84.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.1% | -11.7% | +2.2% |
| 7D | +0.7% | +2.7% | -2.0% | +17.4% |
| 30D | +16.6% | +7.0% | +9.6% | +72.9% |
| 3M | -74.7% | +4.0% | -78.7% | -67.2% |
| 6M | -43.9% | +12.3% | -56.2% | +18.4% |
| YTD | -84.0% | +16.4% | -100.4% | -53.9% |
| 1Y | -65.1% | +19.2% | -84.3% | +9.4% |
| All | -65.1% | +19.5% | -84.6% | +9.4% |
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