+79.0%
MA vs RVMD
+644.5%
-565.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -2.7% | +1.0% | -3.7% | -2.8% |
| 30D | +1.5% | +6.4% | -4.9% | +0.7% |
| 3M | +20.4% | +34.9% | -14.5% | +16.0% |
| 6M | +11.1% | +107.6% | -96.4% | +0.6% |
| YTD | +2.0% | +163.7% | -161.7% | -11.3% |
| 1Y | -2.2% | +439.2% | -441.4% | -22.8% |
| 3Y | +41.9% | +499.2% | -457.3% | +6.2% |
| 5Y | +75.4% | +621.7% | -546.4% | +19.6% |
| All | +79.0% | +644.5% | -565.5% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling