-92.4%
MSTU vs ROIV
+221.4%
-313.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.2% | -3.9% | -3.8% |
| 7D | -25.8% | +1.7% | -27.5% | -27.1% |
| 30D | -43.9% | +17.6% | -61.4% | -51.7% |
| 3M | +2.9% | +9.0% | -6.1% | -9.3% |
| 6M | -75.5% | +35.3% | -110.8% | -84.2% |
| YTD | -76.7% | +82.2% | -158.9% | -89.5% |
| 1Y | -88.9% | +92.3% | -181.2% | -95.3% |
| All | -92.4% | +221.4% | -313.8% | -98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling