+607.1%
MS vs RVTY
+206.3%
+400.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -1.6% |
| 7D | -1.6% | -1.2% | -0.3% | -1.3% |
| 30D | -3.8% | +1.0% | -4.8% | -4.4% |
| 3M | -14.6% | +35.8% | -50.4% | -25.0% |
| 6M | -5.1% | +56.7% | -61.8% | -22.0% |
| YTD | +4.5% | +60.7% | -56.2% | -15.7% |
| 1Y | +13.5% | +73.7% | -60.2% | -11.6% |
| 3Y | +160.4% | +82.8% | +77.6% | +88.6% |
| 5Y | +112.9% | -7.0% | +119.9% | +102.1% |
| All | +607.1% | +206.3% | +400.8% | +254.9% |
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