-92.7%
MSTU vs ROIV
+177.7%
-270.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -4.9% |
| 7D | +21.3% | +0.6% | +20.7% | +20.6% |
| 30D | +90.8% | +1.0% | +89.9% | +89.1% |
| 3M | -6.8% | +18.3% | -25.1% | -26.9% |
| 6M | -39.8% | +18.3% | -58.2% | -53.2% |
| YTD | -55.7% | +61.0% | -116.7% | -78.2% |
| 1Y | -92.7% | +177.9% | -270.5% | -96.7% |
| All | -92.7% | +177.7% | -270.3% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling