-65.1%
MSTZ vs VYM
+21.8%
-86.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.2% | -10.8% | -3.8% |
| 7D | +0.7% | +1.2% | -0.4% | +6.8% |
| 30D | +16.6% | +5.2% | +11.4% | +50.2% |
| 3M | -74.7% | +0.5% | -75.2% | -74.0% |
| 6M | -43.9% | +7.7% | -51.6% | -13.9% |
| YTD | -84.0% | +17.2% | -101.2% | -59.8% |
| 1Y | -65.1% | +21.7% | -86.8% | +2.4% |
| All | -65.1% | +21.8% | -86.9% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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