+70.7%
MSFU vs RVMD
+940.0%
-869.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | -6.3% | +0.3% | -6.6% | -6.4% |
| 3M | +40.0% | +38.9% | +1.1% | +33.0% |
| 6M | +30.1% | +108.1% | -78.0% | +16.0% |
| YTD | -10.3% | +160.7% | -171.1% | -23.5% |
| 1Y | -19.0% | +407.3% | -426.3% | -37.6% |
| 3Y | +25.8% | +546.6% | -520.8% | -8.1% |
| All | +70.7% | +940.0% | -869.3% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling