-99.2%
MSTZ vs RVTY
+30.4%
-129.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.6% | +6.7% |
| 7D | +21.1% | -2.7% | +23.8% | +18.8% |
| 30D | +40.1% | +3.2% | +36.8% | +47.6% |
| 3M | -66.1% | +37.2% | -103.3% | -52.9% |
| 6M | -20.7% | +57.7% | -78.4% | +23.5% |
| YTD | -78.6% | +64.8% | -143.5% | -60.8% |
| 1Y | -55.5% | +72.8% | -128.3% | -14.5% |
| All | -99.2% | +30.4% | -129.7% | -98.3% |
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 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