-92.7%
MSTU vs RVMD
+430.6%
-523.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +21.3% | +1.0% | +20.3% | +20.9% |
| 30D | +90.8% | +6.4% | +84.4% | +87.9% |
| 3M | -6.8% | +34.9% | -41.7% | -13.4% |
| 6M | -39.8% | +107.6% | -147.4% | -49.8% |
| YTD | -55.7% | +163.7% | -219.4% | -66.8% |
| 1Y | -92.7% | +439.2% | -531.9% | -96.1% |
| All | -92.7% | +430.6% | -523.3% | -96.1% |
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