+32.5%
MOS vs RVMD
+581.6%
-549.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.2% | -8.1% | -1.0% |
| 7D | +21.6% | +0.5% | +21.1% | +21.3% |
| 30D | +12.0% | -4.3% | +16.2% | +12.3% |
| 3M | -3.9% | -2.8% | -1.1% | -4.0% |
| 6M | -3.3% | +27.3% | -30.6% | -7.3% |
| YTD | -4.6% | +141.4% | -146.1% | -19.0% |
| 1Y | -7.0% | +213.3% | -220.2% | -24.4% |
| 3Y | -24.4% | +792.7% | -817.1% | -50.2% |
| 5Y | -32.1% | +470.6% | -502.7% | -55.6% |
| All | +32.5% | +581.6% | -549.1% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling