-7.0%
MOS vs RVMD
+221.9%
-228.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.2% | -8.1% | -0.2% |
| 7D | +21.6% | +0.5% | +21.1% | +21.5% |
| 30D | +12.0% | -4.3% | +16.2% | +12.1% |
| 3M | -3.9% | -2.8% | -1.1% | -3.9% |
| 6M | -3.3% | +27.3% | -30.6% | -4.5% |
| YTD | -4.6% | +141.4% | -146.1% | -6.4% |
| 1Y | -7.0% | +213.3% | -220.2% | -7.9% |
| All | -7.0% | +221.9% | -228.9% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling