+245.7%
ROIV vs MSTZ
-99.2%
+344.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +8.2% | +10.6% | +19.2% |
| 7D | +20.2% | -25.4% | +45.5% | +18.6% |
| 30D | +14.1% | -60.9% | +75.0% | +9.5% |
| 3M | +45.6% | -54.2% | +99.8% | +42.9% |
| 6M | +44.1% | -65.0% | +109.1% | +41.6% |
| YTD | +91.2% | -76.5% | +167.7% | +86.8% |
| 1Y | +221.3% | -23.4% | +244.7% | +228.8% |
| All | +245.7% | -99.2% | +344.9% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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