-99.3%
MSTZ vs VYM
+37.5%
-136.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | +1.8% |
| 7D | +31.0% | -0.2% | +31.2% | +30.6% |
| 30D | +34.0% | +3.6% | +30.3% | +58.0% |
| 3M | -67.7% | -0.1% | -67.5% | -67.6% |
| 6M | -14.9% | +7.1% | -22.1% | +19.2% |
| YTD | -79.1% | +17.0% | -96.1% | -50.6% |
| 1Y | -58.9% | +19.0% | -77.9% | +4.0% |
| All | -99.3% | +37.5% | -136.7% | -92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling