-99.2%
MSTZ vs VYM
+36.2%
-135.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.4% | +7.2% | +9.5% |
| 7D | +21.1% | +0.1% | +21.0% | +22.7% |
| 30D | +40.1% | +3.0% | +37.1% | +60.8% |
| 3M | -66.1% | -1.0% | -65.1% | -67.2% |
| 6M | -20.7% | +6.4% | -27.1% | +7.8% |
| YTD | -78.6% | +15.9% | -94.5% | -51.5% |
| 1Y | -55.5% | +18.7% | -74.2% | +11.5% |
| All | -99.2% | +36.2% | -135.4% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling