+3,939.8%
MS vs RMD
+36,837.6%
-32,897.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.5% |
| 6M | +31.3% | -11.3% | +42.7% | +35.2% |
| YTD | +24.7% | -4.4% | +29.1% | +25.1% |
| 1Y | +47.9% | -15.7% | +63.6% | +54.3% |
| 3Y | +178.3% | +47.7% | +130.6% | +133.9% |
| 5Y | +144.9% | -19.2% | +164.1% | +145.4% |
| 10Y | +804.5% | +280.4% | +524.1% | +427.8% |
| All | +3,939.8% | +36,837.6% | -32,897.8% | +1,096.0% |
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 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