-24.4%
MOS vs RVMD
+793.5%
-817.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.2% | -8.1% | -0.5% |
| 7D | +21.6% | +0.5% | +21.1% | +21.4% |
| 30D | +12.0% | -4.3% | +16.2% | +12.2% |
| 3M | -3.9% | -2.8% | -1.1% | -3.9% |
| 6M | -3.3% | +27.3% | -30.6% | -5.6% |
| YTD | -4.6% | +141.4% | -146.1% | -12.8% |
| 1Y | -7.0% | +213.3% | -220.2% | -17.7% |
| 3Y | -24.4% | +792.7% | -817.1% | -47.5% |
| All | -24.4% | +793.5% | -817.9% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling