-90.1%
MSTU vs RVTY
+67.3%
-157.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.8% | -12.1% | -12.3% |
| 7D | -23.0% | +4.1% | -27.1% | -25.7% |
| 30D | -47.7% | +1.3% | -49.0% | -47.4% |
| 3M | +12.5% | +33.3% | -20.8% | -11.5% |
| 6M | -76.1% | +58.3% | -134.4% | -84.9% |
| YTD | -75.5% | +62.7% | -138.2% | -83.6% |
| 1Y | -90.1% | +67.2% | -157.3% | -93.3% |
| All | -90.1% | +67.3% | -157.4% | -93.3% |
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