-99.2%
MSTZ vs VYM
+36.1%
-135.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +0.9% |
| 7D | -29.7% | 0.0% | -29.7% | -29.2% |
| 30D | -65.3% | -0.5% | -64.7% | -66.2% |
| 3M | -57.3% | +3.0% | -60.4% | -50.3% |
| 6M | -61.6% | +8.2% | -69.9% | -41.6% |
| YTD | -78.3% | +15.8% | -94.1% | -51.6% |
| 1Y | -30.2% | +20.8% | -51.1% | +89.5% |
| All | -99.2% | +36.1% | -135.3% | -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