+95.0%
MSFU vs RVTY
+21.7%
+73.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.0% |
| 7D | +4.0% | -2.7% | +6.7% | +4.9% |
| 30D | -2.3% | +3.2% | -5.6% | -3.3% |
| 3M | +7.1% | +37.2% | -30.1% | -4.0% |
| 6M | +48.9% | +57.7% | -8.8% | +26.0% |
| YTD | +2.4% | +64.8% | -62.4% | -15.1% |
| 1Y | -8.1% | +72.8% | -80.9% | -25.6% |
| 3Y | +25.2% | +89.8% | -64.6% | -7.9% |
| All | +95.0% | +21.7% | +73.3% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling