+241.0%
RVMD vs MSTZ
-63.1%
+304.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.6% | +12.4% | +2.4% |
| 7D | +5.8% | +0.7% | +5.1% | +5.9% |
| 30D | -3.8% | +16.6% | -20.4% | -2.9% |
| 3M | +3.2% | -74.7% | +77.9% | -0.9% |
| 6M | +35.0% | -43.9% | +78.9% | +36.2% |
| YTD | +150.7% | -84.0% | +234.7% | +149.7% |
| 1Y | +241.0% | -65.1% | +306.1% | +247.2% |
| All | +241.0% | -63.1% | +304.0% | +247.2% |
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