-2.7%
MSCI vs RMD
-19.2%
+16.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -3.1% |
| 7D | -2.1% | -4.5% | +2.4% | -1.1% |
| 30D | -1.7% | +4.6% | -6.3% | -2.7% |
| 3M | -8.2% | +14.8% | -23.0% | -11.0% |
| 6M | -2.4% | -12.1% | +9.6% | +0.9% |
| YTD | -2.8% | -7.5% | +4.7% | +0.3% |
| 1Y | -2.7% | -20.1% | +17.4% | +5.6% |
| All | -2.7% | -19.2% | +16.5% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1y: compounded portfolio wealth divided by compounded RMD 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…
1y analysis · Full analysis span regression · 6 months rolling