+55.9%
MOS vs RVMD
+634.9%
-579.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.8% |
| 7D | +7.1% | -1.2% | +8.3% | +7.2% |
| 30D | +15.0% | +1.1% | +14.0% | +14.8% |
| 3M | +24.1% | +39.6% | -15.5% | +18.0% |
| 6M | +2.7% | +110.7% | -108.0% | -9.5% |
| YTD | +12.2% | +160.3% | -148.1% | -5.4% |
| 1Y | -16.3% | +404.9% | -421.2% | -37.1% |
| 3Y | -23.3% | +545.5% | -568.7% | -47.4% |
| 5Y | -4.2% | +584.7% | -588.8% | -39.7% |
| All | +55.9% | +634.9% | -579.0% | -22.3% |
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