-88.4%
MSTU vs RVMD
+361.9%
-450.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.1% | -4.7% | -5.7% |
| 7D | -22.0% | -3.6% | -18.5% | -20.4% |
| 30D | +60.3% | -1.1% | +61.4% | +61.7% |
| 3M | -3.7% | +41.0% | -44.7% | -18.7% |
| 6M | -45.2% | +105.7% | -150.9% | -63.5% |
| YTD | -64.3% | +155.3% | -219.6% | -81.3% |
| 1Y | -94.0% | +402.7% | -496.7% | -98.5% |
| All | -88.4% | +361.9% | -450.3% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling