+595.0%
MSI vs RVTY
+140.1%
+455.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.5% |
| 7D | -5.8% | +0.4% | -6.1% | -5.9% |
| 30D | -1.0% | +10.8% | -11.8% | -3.7% |
| 3M | +14.2% | +26.8% | -12.6% | +6.7% |
| 6M | +1.0% | +39.3% | -38.3% | -8.7% |
| YTD | +21.5% | +31.6% | -10.2% | +10.7% |
| 1Y | -2.1% | +47.7% | -49.8% | -14.4% |
| 3Y | +69.3% | +19.9% | +49.4% | +51.0% |
| 5Y | +99.3% | -32.3% | +131.7% | +116.9% |
| 10Y | +595.0% | +138.4% | +456.6% | +324.9% |
| All | +595.0% | +140.1% | +455.0% | +324.9% |
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 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