+102.0%
MA vs RVMD
+525.1%
-423.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +7.9% | -6.4% | +14.3% | +8.5% |
| 3M | +16.8% | -14.1% | +30.9% | +18.3% |
| 6M | +31.0% | +21.0% | +10.0% | +27.2% |
| YTD | +15.0% | +121.4% | -106.4% | +1.8% |
| 1Y | +17.0% | +167.9% | -150.9% | +0.9% |
| 3Y | +68.5% | +794.7% | -726.3% | +20.5% |
| 5Y | +85.0% | +437.2% | -352.2% | +31.3% |
| All | +102.0% | +525.1% | -423.1% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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