-99.2%
MSTZ vs VIG
+27.4%
-126.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +0.5% |
| 7D | -29.7% | -0.4% | -29.3% | -30.1% |
| 30D | -65.3% | -1.0% | -64.3% | -66.6% |
| 3M | -57.3% | +2.8% | -60.1% | -49.8% |
| 6M | -61.6% | +8.2% | -69.8% | -39.4% |
| YTD | -78.3% | +11.0% | -89.3% | -57.7% |
| 1Y | -30.2% | +16.1% | -46.4% | +67.1% |
| All | -99.2% | +27.4% | -126.6% | -95.5% |
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