+4,389.5%
MSI vs RVTY
+2,976.2%
+1,413.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +7.4% | -2.7% | +10.1% | +8.1% |
| 30D | +18.7% | +3.2% | +15.5% | +17.1% |
| 3M | +14.5% | +37.2% | -22.7% | +2.8% |
| 6M | +38.1% | +57.7% | -19.6% | +18.0% |
| YTD | +38.7% | +64.8% | -26.1% | +15.2% |
| 1Y | +35.4% | +72.8% | -37.4% | +10.5% |
| 3Y | +75.1% | +89.8% | -14.7% | +32.9% |
| 5Y | +126.4% | -8.4% | +134.8% | +112.4% |
| 10Y | +671.4% | +219.5% | +451.9% | +365.1% |
| All | +4,389.5% | +2,976.2% | +1,413.3% | +1,272.7% |
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