+13,824.2%
MA vs RVTY
+633.9%
+13,190.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.7% | +1.1% | -3.8% | -3.1% |
| 30D | +1.5% | +13.2% | -11.7% | -3.5% |
| 3M | +20.4% | +27.2% | -6.8% | +8.5% |
| 6M | +11.1% | +32.4% | -21.3% | -2.5% |
| YTD | +2.0% | +34.9% | -32.9% | -12.0% |
| 1Y | -2.2% | +52.4% | -54.5% | -20.4% |
| 3Y | +41.9% | +12.3% | +29.6% | +24.1% |
| 5Y | +75.4% | -30.8% | +106.2% | +85.5% |
| 10Y | +527.5% | +150.7% | +376.9% | +245.2% |
| All | +13,824.2% | +633.9% | +13,190.3% | +4,741.0% |
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