+537.0%
MS vs RVTY
+216.9%
+320.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +3.7% | +4.1% | -0.4% | +2.1% |
| 30D | +2.0% | +1.3% | +0.7% | +1.2% |
| 3M | -12.6% | +33.3% | -45.8% | -22.6% |
| 6M | -0.3% | +58.3% | -58.6% | -18.3% |
| YTD | +9.0% | +62.7% | -53.7% | -12.6% |
| 1Y | +13.9% | +67.2% | -53.4% | -9.9% |
| 3Y | +173.6% | +87.3% | +86.3% | +96.0% |
| 5Y | +122.0% | -13.4% | +135.4% | +119.4% |
| All | +537.0% | +216.9% | +320.1% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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