+375.0%
MS vs RVMD
+644.5%
-269.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 3M | +0.3% | +34.9% | -34.6% | -4.4% |
| 6M | +31.3% | +107.6% | -76.2% | +15.4% |
| YTD | +24.7% | +163.7% | -139.0% | +3.9% |
| 1Y | +47.9% | +439.2% | -391.3% | +8.5% |
| 3Y | +178.3% | +499.2% | -320.9% | +93.0% |
| 5Y | +144.9% | +621.7% | -476.8% | +53.0% |
| All | +375.0% | +644.5% | -269.5% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling