+67.5%
MAS vs ROIV
+308.0%
-240.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.1% | -0.4% | +4.5% |
| 7D | +14.2% | +3.0% | +11.1% | +13.5% |
| 30D | +26.8% | +6.8% | +20.0% | +25.2% |
| 3M | +13.1% | +10.5% | +2.6% | +10.2% |
| 6M | +27.9% | +34.8% | -6.9% | +18.8% |
| YTD | +38.7% | +76.2% | -37.5% | +20.6% |
| 1Y | +40.4% | +92.4% | -52.0% | +19.0% |
| All | +67.5% | +308.0% | -240.5% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling