+112.4%
MS vs RVTY
-7.4%
+119.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -1.4% |
| 7D | -1.6% | -1.2% | -0.3% | -1.3% |
| 30D | -3.8% | +1.0% | -4.8% | -4.2% |
| 3M | -14.6% | +35.8% | -50.4% | -22.7% |
| 6M | -5.1% | +56.7% | -61.8% | -18.4% |
| YTD | +4.5% | +60.7% | -56.2% | -11.5% |
| 1Y | +13.5% | +73.7% | -60.2% | -6.5% |
| 3Y | +160.4% | +82.8% | +77.6% | +102.9% |
| All | +112.4% | -7.4% | +119.9% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling