+145.1%
MS vs RVMD
+627.7%
-482.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +1.4% | +1.0% | +0.3% | +1.2% |
| 30D | -0.3% | +6.4% | -6.7% | -1.1% |
| 3M | +0.3% | +34.9% | -34.6% | -3.7% |
| 6M | +31.3% | +107.6% | -76.2% | +18.0% |
| YTD | +24.7% | +163.7% | -139.0% | +7.1% |
| 1Y | +47.9% | +439.2% | -391.3% | +13.8% |
| 3Y | +178.3% | +499.2% | -320.9% | +105.1% |
| All | +145.1% | +627.7% | -482.7% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling