-56.2%
MSTZ vs VIG
+16.6%
-72.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | 0.0% | +12.8% | +12.7% |
| 7D | +25.6% | +3.1% | +22.5% | +45.2% |
| 30D | +50.6% | +5.0% | +45.5% | +100.1% |
| 3M | -64.5% | +2.7% | -67.2% | -57.5% |
| 6M | -14.0% | +11.0% | -25.0% | +69.6% |
| YTD | -76.4% | +16.0% | -92.3% | -33.0% |
| 1Y | -56.2% | +16.3% | -72.5% | +25.3% |
| All | -56.2% | +16.6% | -72.8% | +25.3% |
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