+58.6%
MAS vs RVMD
+793.5%
-734.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.2% | -10.2% | -2.7% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | +19.4% | -4.3% | +23.7% | +19.7% |
| 3M | +9.4% | -2.8% | +12.2% | +9.4% |
| 6M | +15.3% | +27.3% | -12.0% | +12.0% |
| YTD | +31.3% | +141.4% | -110.1% | +16.0% |
| 1Y | +34.9% | +213.3% | -178.4% | +13.8% |
| 3Y | +58.6% | +792.7% | -734.1% | -0.9% |
| All | +58.6% | +793.5% | -734.9% | -0.9% |
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 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