-88.0%
MSTU vs RVTY
+1.9%
-89.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +0.9% |
| 7D | -16.6% | -4.5% | -12.1% | -12.5% |
| 30D | +69.7% | +5.5% | +64.2% | +64.7% |
| 3M | -7.5% | +22.5% | -30.0% | -25.9% |
| 6M | -43.1% | +38.9% | -82.0% | -60.3% |
| YTD | -63.0% | +28.7% | -91.8% | -70.8% |
| 1Y | -93.8% | +45.5% | -139.3% | -95.5% |
| All | -88.0% | +1.9% | -89.8% | -90.1% |
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