+76.6%
MSI vs RVTY
+90.0%
-13.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.5% |
| 7D | +8.3% | +6.0% | +2.3% | +8.0% |
| 30D | +18.9% | +4.3% | +14.6% | +18.6% |
| 3M | +13.2% | +40.2% | -27.0% | +11.2% |
| 6M | +38.3% | +59.3% | -21.0% | +34.5% |
| YTD | +38.9% | +66.5% | -27.7% | +34.0% |
| 1Y | +36.7% | +77.5% | -40.8% | +31.0% |
| 3Y | +76.6% | +92.5% | -15.9% | +72.0% |
| All | +76.6% | +90.0% | -13.5% | +72.0% |
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