+59.2%
MAS vs RVMD
+793.5%
-734.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.2% | -9.8% | -2.3% |
| 7D | +2.4% | +0.5% | +1.8% | +2.2% |
| 30D | +19.8% | -4.3% | +24.1% | +20.1% |
| 3M | +9.8% | -2.8% | +12.6% | +9.8% |
| 6M | +15.8% | +27.3% | -11.5% | +12.4% |
| YTD | +31.8% | +141.4% | -109.6% | +16.5% |
| 1Y | +35.4% | +213.3% | -177.9% | +14.3% |
| 3Y | +59.2% | +792.7% | -733.5% | -0.6% |
| All | +59.2% | +793.5% | -734.3% | -0.6% |
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