+88.0%
MSFU vs RVMD
+762.7%
-674.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | -2.8% | -10.4% | +7.6% | -1.1% |
| 30D | -5.3% | -11.0% | +5.7% | -3.6% |
| 3M | +7.2% | -14.7% | +22.0% | +9.7% |
| 6M | +51.0% | +14.9% | +36.1% | +47.7% |
| YTD | -1.2% | +116.3% | -117.6% | -13.3% |
| 1Y | -10.3% | +167.6% | -177.9% | -23.8% |
| 3Y | +22.2% | +776.8% | -754.6% | -12.9% |
| All | +88.0% | +762.7% | -674.7% | +15.7% |
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 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