+70.7%
MSFU vs RVTY
-5.3%
+76.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | 0.0% |
| 7D | -2.3% | -5.4% | +3.1% | -0.5% |
| 30D | -6.3% | +6.7% | -13.0% | -8.4% |
| 3M | +40.0% | +19.0% | +20.9% | +30.8% |
| 6M | +30.1% | +34.6% | -4.6% | +15.5% |
| YTD | -10.3% | +28.3% | -38.6% | -19.1% |
| 1Y | -19.0% | +46.0% | -65.1% | -31.1% |
| 3Y | +25.8% | +16.9% | +8.9% | +13.9% |
| All | +70.7% | -5.3% | +76.0% | +80.7% |
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