+542.0%
MS vs RMD
+347.3%
+194.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +5.1% | +2.1% | +3.0% | +4.4% |
| 30D | +5.7% | +2.1% | +3.6% | +4.8% |
| 3M | -12.2% | +6.2% | -18.4% | -14.2% |
| 6M | -0.5% | +19.4% | -19.9% | -7.2% |
| YTD | +9.8% | +0.5% | +9.3% | +8.4% |
| 1Y | +17.7% | -3.9% | +21.7% | +17.9% |
| 3Y | +176.8% | +72.5% | +104.3% | +116.0% |
| 5Y | +123.7% | -1.5% | +125.2% | +110.5% |
| All | +542.0% | +347.3% | +194.6% | +283.0% |
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