+2,417.1%
MSCI vs RMD
+1,160.1%
+1,257.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.4% | -5.0% | +5.4% | +2.6% |
| 30D | +0.6% | +2.2% | -1.7% | -0.6% |
| 3M | -7.1% | +17.8% | -24.9% | -14.0% |
| 6M | +0.8% | -11.3% | +12.2% | +5.0% |
| YTD | +1.0% | -4.4% | +5.4% | +1.6% |
| 1Y | +4.3% | -15.7% | +20.0% | +10.6% |
| 3Y | +9.9% | +47.7% | -37.8% | -14.6% |
| 5Y | -6.8% | -19.2% | +12.5% | -5.2% |
| 10Y | +614.7% | +280.4% | +334.3% | +233.8% |
| All | +2,417.1% | +1,160.1% | +1,257.0% | +465.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling