+35.1%
MOS vs RVMD
+540.6%
-505.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | +0.1% |
| 7D | +5.5% | -9.5% | +15.0% | +6.7% |
| 30D | +21.0% | -6.8% | +27.8% | +21.8% |
| 3M | -0.5% | -12.1% | +11.6% | +0.9% |
| 6M | +6.6% | +25.4% | -18.8% | +2.4% |
| YTD | -2.8% | +126.9% | -129.6% | -16.7% |
| 1Y | -8.1% | +182.0% | -190.1% | -24.1% |
| 3Y | -25.6% | +816.8% | -842.4% | -51.3% |
| 5Y | -29.8% | +464.0% | -493.7% | -54.3% |
| All | +35.1% | +540.6% | -505.4% | -31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling