+102.8%
MSI vs RVTY
-30.5%
+133.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.7% | +1.1% | -4.8% | -3.9% |
| 30D | +6.8% | +13.2% | -6.4% | +4.6% |
| 3M | +14.3% | +27.2% | -12.9% | +9.4% |
| 6M | -1.6% | +32.4% | -34.0% | -6.9% |
| YTD | +22.8% | +34.9% | -12.1% | +15.2% |
| 1Y | -1.1% | +52.4% | -53.5% | -10.0% |
| 3Y | +70.5% | +12.3% | +58.2% | +63.1% |
| All | +102.8% | -30.5% | +133.3% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling