+318.4%
MS vs RVMD
+540.6%
-222.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.0% | +2.6% |
| 7D | -1.7% | -9.5% | +7.8% | -0.3% |
| 30D | +0.9% | -6.8% | +7.8% | +1.8% |
| 3M | -10.8% | -12.1% | +1.3% | -9.4% |
| 6M | +0.9% | +25.4% | -24.5% | -3.2% |
| YTD | +9.8% | +126.9% | -117.1% | -6.6% |
| 1Y | +17.1% | +182.0% | -164.9% | -4.2% |
| 3Y | +175.7% | +816.8% | -641.1% | +81.4% |
| 5Y | +125.9% | +464.0% | -338.1% | +47.5% |
| All | +318.4% | +540.6% | -222.2% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling