+39.1%
MAS vs RVMD
+169.1%
-130.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | +1.2% | -0.7% | +1.9% | +1.2% |
| 30D | +21.6% | -6.4% | +28.0% | +21.9% |
| 3M | +14.1% | -14.1% | +28.2% | +14.6% |
| 6M | +22.6% | +21.0% | +1.6% | +22.1% |
| YTD | +35.4% | +121.4% | -86.0% | +36.3% |
| All | +39.1% | +169.1% | -130.1% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling