-92.7%
MSTU vs RVTY
+57.1%
-149.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -2.8% |
| 7D | +21.3% | +1.1% | +20.2% | +19.8% |
| 30D | +90.8% | +13.2% | +77.6% | +70.1% |
| 3M | -6.8% | +27.2% | -34.0% | -31.7% |
| 6M | -39.8% | +32.4% | -72.2% | -58.3% |
| YTD | -55.7% | +34.9% | -90.5% | -68.9% |
| 1Y | -92.7% | +52.4% | -145.0% | -95.7% |
| All | -92.7% | +57.1% | -149.8% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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