+15,612.2%
MA vs RVTY
+785.3%
+14,826.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.9% |
| 7D | -0.5% | +4.1% | -4.6% | -2.1% |
| 30D | +7.9% | +1.3% | +6.6% | +6.8% |
| 3M | +16.8% | +33.3% | -16.5% | +3.1% |
| 6M | +31.0% | +58.3% | -27.3% | +7.1% |
| YTD | +15.0% | +62.7% | -47.6% | -8.6% |
| 1Y | +17.0% | +67.2% | -50.2% | -8.4% |
| 3Y | +68.5% | +87.3% | -18.8% | +18.6% |
| 5Y | +85.0% | -13.4% | +98.4% | +77.3% |
| 10Y | +561.3% | +217.2% | +344.1% | +228.2% |
| All | +15,612.2% | +785.3% | +14,826.9% | +4,927.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling