+54.7%
MAS vs ROIV
+232.7%
-178.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.7% |
| 7D | -0.8% | +0.6% | -1.4% | -0.8% |
| 30D | -5.6% | +1.0% | -6.5% | -5.7% |
| 3M | +4.4% | +18.3% | -13.8% | +2.8% |
| 6M | +7.2% | +18.3% | -11.1% | +5.4% |
| YTD | +16.1% | +61.0% | -44.9% | +11.0% |
| 1Y | +0.1% | +177.9% | -177.8% | -8.7% |
| 3Y | +28.3% | +199.1% | -170.8% | +15.2% |
| 5Y | +30.5% | +250.7% | -220.2% | +5.5% |
| All | +54.7% | +232.7% | -178.0% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling