+100.2%
ROIV vs MSTZ
-57.2%
+157.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.4% |
| 7D | +9.5% | +31.0% | -21.6% | +12.3% |
| 30D | +21.0% | +34.0% | -13.0% | +25.3% |
| 3M | +18.7% | -67.7% | +86.4% | +10.6% |
| 6M | +44.5% | -14.9% | +59.4% | +60.3% |
| YTD | +92.9% | -79.1% | +171.9% | +79.0% |
| 1Y | +100.2% | -58.9% | +159.2% | +93.1% |
| All | +100.2% | -57.2% | +157.5% | +93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling