+6,288.2%
MS vs RVTY
+1,691.9%
+4,596.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | +1.1% | +0.3% | +0.8% |
| 30D | -0.3% | +13.2% | -13.5% | -5.9% |
| 3M | +0.3% | +27.2% | -27.0% | -11.0% |
| 6M | +31.3% | +32.4% | -1.1% | +13.5% |
| YTD | +24.7% | +34.9% | -10.2% | +6.3% |
| 1Y | +47.9% | +52.4% | -4.5% | +18.3% |
| 3Y | +178.3% | +12.3% | +166.1% | +143.8% |
| 5Y | +144.9% | -30.8% | +175.7% | +159.9% |
| 10Y | +804.5% | +150.7% | +653.9% | +403.4% |
| All | +6,288.2% | +1,691.9% | +4,596.3% | +1,738.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling