+808.5%
MS vs RMD
+279.4%
+529.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +1.4% | -5.0% | +6.4% | +3.0% |
| 30D | -0.3% | +2.2% | -2.5% | -1.2% |
| 3M | +0.3% | +17.8% | -17.6% | -5.7% |
| 6M | +31.3% | -11.3% | +42.7% | +35.6% |
| YTD | +24.7% | -4.4% | +29.1% | +25.4% |
| 1Y | +47.9% | -15.7% | +63.6% | +54.9% |
| 3Y | +178.3% | +47.7% | +130.6% | +129.6% |
| 5Y | +144.9% | -19.2% | +164.1% | +148.7% |
| All | +808.5% | +279.4% | +529.2% | +452.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling