+173.4%
MSI vs RVMD
+634.9%
-461.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -5.8% | -1.2% | -4.5% | -5.6% |
| 30D | -1.0% | +1.1% | -2.0% | -1.1% |
| 3M | +14.2% | +39.6% | -25.5% | +10.1% |
| 6M | +1.0% | +110.7% | -109.6% | -7.4% |
| YTD | +21.5% | +160.3% | -138.8% | +7.9% |
| 1Y | -2.1% | +404.9% | -407.0% | -19.7% |
| 3Y | +69.3% | +545.5% | -476.1% | +30.6% |
| 5Y | +99.3% | +584.7% | -485.4% | +43.9% |
| All | +173.4% | +634.9% | -461.6% | +78.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling