+3,874.2%
MSI vs RVTY
+2,416.7%
+1,457.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.7% | +1.1% | -4.8% | -4.1% |
| 30D | +6.8% | +13.2% | -6.4% | +2.6% |
| 3M | +14.3% | +27.2% | -12.9% | +5.4% |
| 6M | -1.6% | +32.4% | -34.0% | -11.2% |
| YTD | +22.8% | +34.9% | -12.1% | +9.3% |
| 1Y | -1.1% | +52.4% | -53.5% | -15.9% |
| 3Y | +70.5% | +12.3% | +58.2% | +53.1% |
| 5Y | +102.8% | -30.8% | +133.6% | +109.2% |
| 10Y | +597.4% | +150.7% | +446.7% | +356.5% |
| All | +3,874.2% | +2,416.7% | +1,457.5% | +1,202.9% |
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 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