+67.5%
MA vs RVMD
+570.7%
-503.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.3% |
| 7D | -1.8% | -1.2% | -0.5% | -1.6% |
| 30D | +1.4% | +1.1% | +0.4% | +1.3% |
| 3M | +17.7% | +39.6% | -21.9% | +13.9% |
| 6M | +9.7% | +110.7% | -101.0% | +1.0% |
| YTD | +0.5% | +160.3% | -159.8% | -10.3% |
| 1Y | -2.1% | +404.9% | -407.0% | -19.1% |
| 3Y | +40.1% | +545.5% | -505.4% | +9.0% |
| 5Y | +67.5% | +584.7% | -517.2% | +21.1% |
| All | +67.5% | +570.7% | -503.2% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling