+103.9%
MA vs RVMD
+584.4%
-480.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.9% |
| 7D | +1.8% | -0.6% | +2.4% | +1.8% |
| 30D | +11.8% | +1.7% | +10.1% | +11.4% |
| 3M | +17.2% | -6.7% | +23.9% | +17.7% |
| 6M | +33.4% | +36.1% | -2.7% | +27.9% |
| YTD | +16.1% | +142.4% | -126.2% | +1.7% |
| 1Y | +19.9% | +207.8% | -187.8% | +1.7% |
| 3Y | +70.1% | +879.5% | -809.4% | +20.4% |
| 5Y | +89.6% | +509.0% | -419.4% | +32.6% |
| All | +103.9% | +584.4% | -480.4% | +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 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