-5.8%
MSFU vs RVTY
+69.5%
-75.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.4% |
| 7D | +2.5% | -1.2% | +3.7% | +2.6% |
| 30D | -1.3% | +1.0% | -2.3% | -1.4% |
| 3M | +8.6% | +35.8% | -27.2% | +3.6% |
| 6M | +48.4% | +56.7% | -8.3% | +36.3% |
| YTD | +1.6% | +60.7% | -59.2% | -3.2% |
| 1Y | -5.8% | +73.7% | -79.5% | -8.9% |
| All | -5.8% | +69.5% | -75.3% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling