+4,394.6%
MSI vs RVTY
+3,007.5%
+1,387.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +1.5% |
| 7D | +8.3% | +6.0% | +2.3% | +6.2% |
| 30D | +18.9% | +4.3% | +14.6% | +16.9% |
| 3M | +13.2% | +40.2% | -27.0% | +1.0% |
| 6M | +38.3% | +59.3% | -21.0% | +17.7% |
| YTD | +38.9% | +66.5% | -27.7% | +14.9% |
| 1Y | +36.7% | +77.5% | -40.8% | +10.6% |
| 3Y | +76.6% | +92.5% | -15.9% | +33.4% |
| 5Y | +124.5% | -6.8% | +131.3% | +109.4% |
| 10Y | +674.5% | +225.4% | +449.1% | +364.3% |
| All | +4,394.6% | +3,007.5% | +1,387.0% | +1,270.1% |
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