+104.1%
MAS vs RVMD
+525.1%
-421.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | +1.2% | -0.7% | +1.9% | +1.2% |
| 30D | +21.6% | -6.4% | +28.0% | +22.3% |
| 3M | +14.1% | -14.1% | +28.2% | +15.7% |
| 6M | +22.6% | +21.0% | +1.6% | +19.3% |
| YTD | +35.4% | +121.4% | -86.0% | +20.4% |
| 1Y | +37.5% | +167.9% | -130.4% | +19.2% |
| 3Y | +58.3% | +794.7% | -736.4% | +16.1% |
| 5Y | +39.1% | +437.2% | -398.1% | +1.6% |
| All | +104.1% | +525.1% | -421.0% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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