+248.7%
ROIV vs MSTZ
-99.3%
+348.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.5% |
| 7D | +9.5% | +31.0% | -21.6% | +11.3% |
| 30D | +21.0% | +34.0% | -13.0% | +23.7% |
| 3M | +18.7% | -67.7% | +86.4% | +14.3% |
| 6M | +44.5% | -14.9% | +59.4% | +50.4% |
| YTD | +92.9% | -79.1% | +171.9% | +89.8% |
| 1Y | +100.2% | -58.9% | +159.2% | +102.2% |
| All | +248.7% | -99.3% | +348.0% | +265.8% |
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