+15,614.6%
MA vs RVTY
+774.5%
+14,840.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.6% |
| 7D | +2.3% | -1.2% | +3.5% | +2.4% |
| 30D | +14.7% | +1.0% | +13.6% | +13.6% |
| 3M | +13.5% | +35.8% | -22.3% | -0.5% |
| 6M | +33.1% | +56.7% | -23.6% | +9.3% |
| YTD | +15.1% | +60.7% | -45.6% | -8.2% |
| 1Y | +18.7% | +73.7% | -55.0% | -8.5% |
| 3Y | +72.1% | +82.8% | -10.7% | +22.5% |
| 5Y | +92.8% | -7.0% | +99.8% | +78.5% |
| 10Y | +571.6% | +212.3% | +359.3% | +235.5% |
| All | +15,614.6% | +774.5% | +14,840.1% | +4,953.2% |
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