+64.6%
MAS vs KVYO
-42.2%
+106.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.2% |
| 7D | -1.8% | -0.6% | -1.2% | -1.8% |
| 30D | +23.6% | +24.1% | -0.5% | +21.3% |
| 3M | +12.4% | +15.6% | -3.2% | +10.6% |
| 6M | +21.9% | +36.8% | -14.9% | +17.5% |
| YTD | +36.1% | -34.6% | +70.7% | +39.9% |
| 1Y | +39.5% | -28.0% | +67.5% | +41.3% |
| 3Y | +59.1% | -16.1% | +75.2% | +54.7% |
| All | +64.6% | -42.2% | +106.9% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling