+663.4%
MSI vs RMD
+347.3%
+316.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +3.2% | +2.1% | +1.2% | +2.7% |
| 30D | +17.6% | +2.1% | +15.5% | +16.6% |
| 3M | +14.5% | +6.2% | +8.3% | +12.2% |
| 6M | +34.3% | +19.4% | +14.9% | +26.8% |
| YTD | +39.7% | +0.5% | +39.2% | +37.7% |
| 1Y | +40.2% | -3.9% | +44.1% | +39.8% |
| 3Y | +77.1% | +72.5% | +4.6% | +41.5% |
| 5Y | +124.0% | -1.5% | +125.6% | +112.1% |
| All | +663.4% | +347.3% | +316.1% | +354.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling