-92.4%
MSTU vs RVTY
+26.6%
-119.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.3% | -3.5% |
| 7D | -25.8% | -0.5% | -25.3% | -25.5% |
| 30D | -43.9% | +1.5% | -45.4% | -43.7% |
| 3M | +2.9% | +31.5% | -28.6% | -19.0% |
| 6M | -75.5% | +62.7% | -138.2% | -85.2% |
| YTD | -76.7% | +60.0% | -136.7% | -85.1% |
| 1Y | -88.9% | +65.7% | -154.7% | -93.2% |
| All | -92.4% | +26.6% | -119.0% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling