-93.8%
MSTU vs RVMD
+375.0%
-468.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | -16.6% | -3.0% | -13.6% | -15.8% |
| 30D | +69.7% | -0.7% | +70.4% | +70.5% |
| 3M | -7.5% | +36.5% | -44.0% | -14.4% |
| 6M | -43.1% | +104.6% | -147.7% | -52.5% |
| YTD | -63.0% | +155.8% | -218.9% | -72.4% |
| 1Y | -93.8% | +340.7% | -434.5% | -97.1% |
| All | -93.8% | +375.0% | -468.8% | -97.1% |
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