-86.8%
MSTU vs RVTY
+4.1%
-90.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.4% | -6.2% | -6.4% |
| 7D | +16.1% | +0.4% | +15.8% | +15.6% |
| 30D | +68.7% | +10.8% | +57.8% | +56.0% |
| 3M | -11.0% | +26.8% | -37.8% | -31.9% |
| 6M | -33.4% | +39.3% | -72.7% | -53.6% |
| YTD | -59.5% | +31.6% | -91.1% | -68.8% |
| 1Y | -93.4% | +47.7% | -141.1% | -95.3% |
| All | -86.8% | +4.1% | -90.9% | -89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling