-9.6%
MOS vs RVMD
+627.7%
-637.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +9.5% | +1.0% | +8.5% | +9.4% |
| 30D | +10.4% | +6.4% | +4.0% | +9.7% |
| 3M | +12.9% | +34.9% | -22.0% | +9.6% |
| 6M | +1.2% | +107.6% | -106.3% | -6.4% |
| YTD | +9.3% | +163.7% | -154.4% | -2.1% |
| 1Y | -18.0% | +439.2% | -457.2% | -32.4% |
| 3Y | -29.0% | +499.2% | -528.2% | -44.1% |
| All | -9.6% | +627.7% | -637.3% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling