+191.1%
ROIV vs MSTZ
-99.3%
+290.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.7% |
| 7D | +0.6% | -29.7% | +30.4% | -0.9% |
| 30D | +1.0% | -65.3% | +66.2% | -3.7% |
| 3M | +18.3% | -57.3% | +75.6% | +15.8% |
| 6M | +18.3% | -61.6% | +80.0% | +17.1% |
| YTD | +61.0% | -78.3% | +139.2% | +56.7% |
| 1Y | +177.9% | -30.2% | +208.1% | +183.2% |
| All | +191.1% | -99.3% | +290.3% | +201.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling