+553.7%
MS vs RVTY
+212.9%
+340.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.6% |
| 7D | +0.8% | -2.7% | +3.5% | +1.8% |
| 30D | -0.7% | +3.2% | -3.9% | -2.1% |
| 3M | -12.4% | +37.2% | -49.6% | -23.3% |
| 6M | -1.7% | +57.7% | -59.4% | -19.4% |
| YTD | +8.0% | +64.8% | -56.8% | -13.7% |
| 1Y | +16.2% | +72.8% | -56.6% | -9.2% |
| 3Y | +171.3% | +89.8% | +81.5% | +93.5% |
| 5Y | +124.8% | -8.4% | +133.2% | +116.1% |
| 10Y | +553.7% | +219.5% | +334.2% | +227.8% |
| All | +553.7% | +212.9% | +340.7% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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