+184.1%
MSFT vs RVMD
+620.8%
-436.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.4% |
| 7D | -3.5% | -3.6% | +0.1% | -3.1% |
| 30D | -2.1% | -1.1% | -1.0% | -2.0% |
| 3M | +24.2% | +41.0% | -16.9% | +18.9% |
| 6M | +21.9% | +105.7% | -83.8% | +10.5% |
| YTD | +2.5% | +155.3% | -152.8% | -10.3% |
| 1Y | -0.8% | +402.7% | -403.5% | -20.7% |
| 3Y | +50.8% | +533.1% | -482.3% | +12.6% |
| 5Y | +73.5% | +583.5% | -510.0% | +20.0% |
| All | +184.1% | +620.8% | -436.7% | +77.3% |
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