+78.4%
MAS vs ROIV
+248.8%
-170.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.8% | -3.1% |
| 7D | +4.6% | -2.4% | +7.0% | +4.8% |
| 30D | +19.9% | +3.1% | +16.8% | +19.5% |
| 3M | +8.9% | +5.8% | +3.1% | +8.0% |
| 6M | +20.2% | +29.3% | -9.2% | +17.0% |
| YTD | +33.9% | +68.8% | -34.9% | +27.2% |
| 1Y | +34.7% | +81.0% | -46.4% | +27.1% |
| 3Y | +60.4% | +294.6% | -234.2% | +41.7% |
| 5Y | +43.5% | +373.1% | -329.7% | +16.4% |
| All | +78.4% | +248.8% | -170.4% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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