+61.7%
MAS vs RVMD
+725.5%
-663.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -11.0% | +7.6% | -2.4% |
| 7D | +4.6% | -6.6% | +11.2% | +5.2% |
| 30D | +19.9% | -11.1% | +31.0% | +21.1% |
| 3M | +8.9% | -10.0% | +18.9% | +9.7% |
| 6M | +20.2% | +20.7% | -0.5% | +17.3% |
| YTD | +33.9% | +123.0% | -89.2% | +19.3% |
| 1Y | +34.7% | +199.4% | -164.7% | +13.9% |
| All | +61.7% | +725.5% | -663.8% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling