-32.0%
MSTZ vs RVTY
+69.3%
-101.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -5.4% | +23.1% | +15.5% |
| 7D | +13.4% | -9.0% | +22.4% | +10.9% |
| 30D | +37.5% | -1.6% | +39.1% | +36.5% |
| 3M | -69.9% | +31.2% | -101.1% | -68.5% |
| 6M | -32.0% | +63.6% | -95.6% | -20.8% |
| All | -32.0% | +69.3% | -101.3% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling