+48.9%
MSFT vs RVMD
+549.6%
-500.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -1.0% | -0.7% | -0.3% | -1.0% |
| 30D | -2.7% | +0.3% | -3.0% | -2.7% |
| 3M | +22.1% | +38.9% | -16.8% | +19.3% |
| 6M | +20.6% | +108.1% | -87.5% | +14.4% |
| YTD | +2.3% | +160.7% | -158.4% | -4.7% |
| 1Y | -0.5% | +407.3% | -407.8% | -11.3% |
| All | +48.9% | +549.6% | -500.7% | +37.0% |
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