+76.3%
MSFU vs RVMD
+951.7%
-875.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | -5.7% | +1.0% | -6.7% | -5.8% |
| 30D | +4.2% | +6.4% | -2.3% | +3.1% |
| 3M | +27.9% | +34.9% | -7.0% | +22.1% |
| 6M | +37.1% | +107.6% | -70.4% | +22.2% |
| YTD | -7.4% | +163.7% | -171.1% | -21.1% |
| 1Y | -19.6% | +439.2% | -458.8% | -38.6% |
| 3Y | +33.2% | +499.2% | -466.0% | -1.3% |
| All | +76.3% | +951.7% | -875.3% | +5.4% |
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