-30.3%
MOS vs RVMD
+781.3%
-811.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -2.0% | -10.4% | +8.4% | -1.1% |
| 30D | +15.3% | -11.0% | +26.3% | +16.2% |
| 3M | +1.5% | -14.7% | +16.2% | +2.5% |
| 6M | -2.0% | +14.9% | -16.9% | -3.6% |
| YTD | -6.5% | +116.3% | -122.8% | -14.2% |
| 1Y | -11.1% | +167.6% | -178.7% | -20.6% |
| 3Y | -30.3% | +776.8% | -807.0% | -57.3% |
| All | -30.3% | +781.3% | -811.5% | -57.3% |
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 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