-86.8%
MSTU vs RVMD
+371.0%
-457.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.3% | -7.4% | -8.0% |
| 7D | +16.1% | -1.2% | +17.4% | +17.1% |
| 30D | +68.7% | +1.1% | +67.6% | +68.2% |
| 3M | -11.0% | +39.6% | -50.6% | -24.6% |
| 6M | -33.4% | +110.7% | -144.1% | -56.2% |
| YTD | -59.5% | +160.3% | -219.8% | -79.0% |
| 1Y | -93.4% | +404.9% | -498.3% | -98.3% |
| All | -86.8% | +371.0% | -457.8% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling