-92.0%
MSTU vs RVTY
+28.7%
-120.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.8% | -12.1% | -12.2% |
| 7D | -23.0% | +4.1% | -27.1% | -25.9% |
| 30D | -47.7% | +1.3% | -49.0% | -47.5% |
| 3M | +12.5% | +33.3% | -20.8% | -12.6% |
| 6M | -76.1% | +58.3% | -134.4% | -85.0% |
| YTD | -75.5% | +62.7% | -138.2% | -84.5% |
| 1Y | -90.1% | +67.2% | -157.3% | -93.9% |
| All | -92.0% | +28.7% | -120.7% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling