+48.6%
MS vs RVMD
+414.4%
-365.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +2.5% | -1.2% | +3.7% | +2.5% |
| 30D | 0.0% | +1.1% | -1.1% | -0.1% |
| 3M | +2.4% | +39.6% | -37.2% | +0.4% |
| 6M | +36.4% | +110.7% | -74.3% | +30.6% |
| YTD | +23.8% | +160.3% | -136.5% | +17.6% |
| 1Y | +48.6% | +404.9% | -356.3% | +30.4% |
| All | +48.6% | +414.4% | -365.8% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling