-87.5%
MSTU vs RVTY
+1.5%
-89.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -3.0% |
| 7D | +12.9% | -5.4% | +18.3% | +19.2% |
| 30D | +68.3% | +6.7% | +61.6% | +61.5% |
| 3M | +0.4% | +19.0% | -18.6% | -17.2% |
| 6M | -41.5% | +34.6% | -76.2% | -57.8% |
| YTD | -61.7% | +28.3% | -90.0% | -69.7% |
| 1Y | -93.7% | +46.0% | -139.7% | -95.5% |
| All | -87.5% | +1.5% | -89.0% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling