+176.4%
MSI vs RVMD
+644.5%
-468.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.7% | +1.0% | -4.7% | -3.8% |
| 30D | +6.8% | +6.4% | +0.4% | +6.1% |
| 3M | +14.3% | +34.9% | -20.6% | +10.7% |
| 6M | -1.6% | +107.6% | -109.1% | -9.7% |
| YTD | +22.8% | +163.7% | -140.9% | +9.0% |
| 1Y | -1.1% | +439.2% | -440.3% | -19.5% |
| 3Y | +70.5% | +499.2% | -428.7% | +32.8% |
| 5Y | +102.8% | +621.7% | -518.9% | +45.4% |
| All | +176.4% | +644.5% | -468.1% | +80.0% |
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 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