+3,305.8%
MS vs RMD
+38,610.5%
-35,304.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.8% |
| 7D | -3.4% | -5.3% | +2.0% | -1.8% |
| 30D | -3.9% | +8.4% | -12.3% | -6.5% |
| 3M | -15.9% | +7.1% | -23.0% | -18.1% |
| 6M | -2.5% | +15.8% | -18.3% | -8.1% |
| YTD | +5.1% | +0.2% | +4.9% | +3.7% |
| 1Y | +13.0% | -1.4% | +14.3% | +11.9% |
| 3Y | +160.7% | +61.3% | +99.4% | +113.0% |
| 5Y | +114.0% | -3.9% | +117.9% | +102.4% |
| 10Y | +637.5% | +365.6% | +271.9% | +302.9% |
| All | +3,305.8% | +38,610.5% | -35,304.7% | +890.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling