+188.3%
MSFT vs RVMD
+644.5%
-456.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -2.7% | +1.0% | -3.7% | -2.8% |
| 30D | +2.7% | +6.4% | -3.7% | +1.9% |
| 3M | +17.0% | +34.9% | -17.9% | +12.6% |
| 6M | +23.8% | +107.6% | -83.7% | +12.2% |
| YTD | +4.0% | +163.7% | -159.7% | -9.4% |
| 1Y | -0.8% | +439.2% | -440.0% | -21.4% |
| 3Y | +55.6% | +499.2% | -443.6% | +17.3% |
| 5Y | +72.9% | +621.7% | -548.8% | +18.8% |
| All | +188.3% | +644.5% | -456.2% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling