-87.2%
MSTU vs RVMD
+244.4%
-331.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.8% | +7.5% | +9.6% |
| 7D | -4.8% | +5.8% | -10.7% | -6.2% |
| 30D | -29.6% | -3.8% | -25.7% | -28.9% |
| 3M | +69.4% | +3.2% | +66.2% | +68.4% |
| 6M | -62.2% | +35.0% | -97.3% | -64.3% |
| YTD | -61.1% | +150.7% | -211.8% | -68.2% |
| 1Y | -87.2% | +241.0% | -328.1% | -91.5% |
| All | -87.2% | +244.4% | -331.5% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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