+202.2%
MSFT vs RVMD
+510.7%
-308.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | -1.3% | -10.4% | +9.1% | 0.0% |
| 30D | -1.8% | -11.0% | +9.1% | -0.6% |
| 3M | +5.6% | -14.7% | +20.3% | +7.4% |
| 6M | +29.8% | +14.9% | +14.9% | +27.1% |
| YTD | +9.0% | +116.3% | -107.3% | -2.9% |
| 1Y | +4.9% | +167.6% | -162.7% | -9.1% |
| 3Y | +46.2% | +776.8% | -730.6% | +6.1% |
| 5Y | +62.1% | +424.8% | -362.7% | +16.0% |
| All | +202.2% | +510.7% | -308.5% | +92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling