+569.6%
MA vs RVTY
+219.6%
+350.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -1.8% | -0.7% | -1.0% | -1.6% |
| 30D | +11.0% | +1.7% | +9.3% | +9.9% |
| 3M | +17.9% | +36.8% | -18.9% | +5.4% |
| 6M | +33.2% | +60.1% | -26.9% | +12.1% |
| YTD | +16.5% | +64.0% | -47.5% | -4.2% |
| 1Y | +19.1% | +68.2% | -49.1% | -3.2% |
| 3Y | +70.6% | +88.8% | -18.2% | +24.8% |
| 5Y | +92.1% | -10.5% | +102.6% | +90.5% |
| 10Y | +569.6% | +219.7% | +349.9% | +232.1% |
| All | +569.6% | +219.6% | +350.0% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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