-87.5%
MSTU vs ROIV
+239.9%
-327.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -6.2% |
| 7D | +12.9% | +22.3% | -9.4% | -13.2% |
| 30D | +68.3% | +16.9% | +51.5% | +36.8% |
| 3M | +0.4% | +43.9% | -43.6% | -38.7% |
| 6M | -41.5% | +41.6% | -83.1% | -63.9% |
| YTD | -61.7% | +92.7% | -154.4% | -83.7% |
| 1Y | -93.7% | +210.2% | -303.8% | -98.4% |
| All | -87.5% | +239.9% | -327.4% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling