+173.9%
MSI vs RVMD
+620.8%
-446.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | -1.8% | -3.6% | +1.8% | -1.4% |
| 30D | -0.6% | -1.1% | +0.4% | -0.6% |
| 3M | +13.0% | +41.0% | -28.0% | +8.9% |
| 6M | +0.5% | +105.7% | -105.2% | -7.7% |
| YTD | +21.7% | +155.3% | -133.6% | +8.3% |
| 1Y | -2.6% | +402.7% | -405.3% | -20.1% |
| 3Y | +69.7% | +533.1% | -463.4% | +31.1% |
| 5Y | +102.8% | +583.5% | -480.7% | +46.3% |
| All | +173.9% | +620.8% | -446.9% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling