+63.8%
MAS vs KVYO
-41.9%
+105.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.2% | +2.5% | -1.4% | +0.9% |
| 30D | +21.6% | +25.9% | -4.3% | +19.2% |
| 3M | +14.1% | +23.7% | -9.6% | +11.7% |
| 6M | +22.6% | +47.7% | -25.1% | +17.5% |
| YTD | +35.4% | -34.3% | +69.7% | +39.1% |
| 1Y | +37.5% | -27.2% | +64.7% | +39.1% |
| 3Y | +58.3% | -15.7% | +74.0% | +53.8% |
| All | +63.8% | -41.9% | +105.7% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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