+175.2%
MSI vs RVMD
+622.3%
-447.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.4% | -3.0% | +2.6% | -0.1% |
| 30D | -0.8% | -0.7% | 0.0% | -0.7% |
| 3M | +13.9% | +36.5% | -22.6% | +10.2% |
| 6M | +1.3% | +104.6% | -103.3% | -6.9% |
| YTD | +22.3% | +155.8% | -133.5% | +8.8% |
| 1Y | -3.9% | +340.7% | -344.5% | -19.8% |
| 3Y | +69.9% | +519.9% | -450.0% | +31.6% |
| 5Y | +103.8% | +584.9% | -481.2% | +47.0% |
| All | +175.2% | +622.3% | -447.1% | +79.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling