+22.2%
MSFU vs RVTY
+85.4%
-63.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | -2.8% | -0.5% | -2.3% | -2.6% |
| 30D | -5.3% | +1.5% | -6.8% | -5.7% |
| 3M | +7.2% | +31.5% | -24.2% | -0.3% |
| 6M | +51.0% | +62.7% | -11.7% | +31.2% |
| YTD | -1.2% | +60.0% | -61.2% | -14.0% |
| 1Y | -10.3% | +65.7% | -76.0% | -23.0% |
| 3Y | +22.2% | +85.2% | -63.0% | +12.8% |
| All | +22.2% | +85.4% | -63.2% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling