+32.3%
MSCI vs RVMD
+860.0%
-827.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.2% | +1.8% |
| 7D | +2.7% | -0.6% | +3.3% | +2.7% |
| 30D | +16.2% | +1.7% | +14.5% | +16.0% |
| 3M | +17.1% | -6.7% | +23.8% | +17.4% |
| 6M | +13.0% | +36.1% | -23.1% | +10.0% |
| YTD | +15.8% | +142.4% | -126.6% | +5.5% |
| 1Y | +15.5% | +207.8% | -192.3% | +2.1% |
| 3Y | +32.3% | +879.5% | -847.2% | 0.0% |
| All | +32.3% | +860.0% | -827.7% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling