-1.8%
MA vs RVMD
+396.9%
-398.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | -3.5% | -3.6% | +0.1% | -3.4% |
| 30D | +0.7% | -1.1% | +1.8% | +0.7% |
| 3M | +15.8% | +41.0% | -25.2% | +14.6% |
| 6M | +10.2% | +105.7% | -95.5% | +7.5% |
| YTD | -0.5% | +155.3% | -155.8% | -3.8% |
| 1Y | -1.8% | +402.7% | -404.5% | -8.0% |
| All | -1.8% | +396.9% | -398.8% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling