-0.8%
MSFT vs RVMD
+396.9%
-397.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.3% |
| 7D | -3.5% | -3.6% | +0.1% | -3.2% |
| 30D | -2.1% | -1.1% | -1.0% | -2.1% |
| 3M | +24.2% | +41.0% | -16.9% | +21.0% |
| 6M | +21.9% | +105.7% | -83.8% | +15.4% |
| YTD | +2.5% | +155.3% | -152.8% | -4.4% |
| 1Y | -0.8% | +402.7% | -403.5% | -8.7% |
| All | -0.8% | +396.9% | -397.7% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling