-99.2%
MSTZ vs VIG
+33.0%
-132.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | 0.0% | +12.8% | +12.7% |
| 7D | +25.6% | +3.1% | +22.5% | +42.6% |
| 30D | +50.6% | +5.0% | +45.5% | +91.4% |
| 3M | -64.5% | +2.7% | -67.2% | -58.4% |
| 6M | -14.0% | +11.0% | -25.0% | +48.3% |
| YTD | -76.4% | +16.0% | -92.3% | -42.1% |
| 1Y | -56.2% | +16.3% | -72.5% | +8.7% |
| All | -99.2% | +33.0% | -132.2% | -93.8% |
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