-90.8%
MSTU vs ROIV
+240.2%
-331.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.3% |
| 7D | -27.7% | +9.5% | -37.2% | -34.2% |
| 30D | -40.3% | +21.0% | -61.3% | -50.4% |
| 3M | +26.4% | +18.7% | +7.7% | +1.0% |
| 6M | -75.7% | +44.5% | -120.2% | -85.5% |
| YTD | -71.9% | +92.9% | -164.7% | -88.0% |
| 1Y | -89.3% | +100.2% | -189.5% | -95.6% |
| All | -90.8% | +240.2% | -331.1% | -98.5% |
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