-11.4%
MSCI vs RVMD
+570.7%
-582.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.6% |
| 7D | -2.1% | -1.2% | -0.9% | -1.9% |
| 30D | -1.7% | +1.1% | -2.8% | -1.9% |
| 3M | -8.2% | +39.6% | -47.8% | -12.3% |
| 6M | -2.4% | +110.7% | -113.1% | -12.7% |
| YTD | -2.8% | +160.3% | -163.1% | -16.6% |
| 1Y | -2.7% | +404.9% | -407.6% | -24.8% |
| 3Y | +7.3% | +545.5% | -538.2% | -23.6% |
| 5Y | -11.4% | +584.7% | -596.1% | -44.1% |
| All | -11.4% | +570.7% | -582.1% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling