+76.3%
MSFU vs RVTY
-0.4%
+76.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | -5.7% | +1.1% | -6.8% | -6.1% |
| 30D | +4.2% | +13.2% | -9.0% | -0.2% |
| 3M | +27.9% | +27.2% | +0.7% | +16.7% |
| 6M | +37.1% | +32.4% | +4.7% | +22.7% |
| YTD | -7.4% | +34.9% | -42.2% | -17.8% |
| 1Y | -19.6% | +52.4% | -72.0% | -32.6% |
| 3Y | +33.2% | +12.3% | +20.9% | +26.9% |
| All | +76.3% | -0.4% | +76.7% | +83.6% |
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