+75.0%
MAS vs RVMD
+644.5%
-569.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | -5.6% | +6.4% | -12.0% | -6.3% |
| 3M | +4.4% | +34.9% | -30.4% | +0.8% |
| 6M | +7.2% | +107.6% | -100.3% | -2.7% |
| YTD | +16.1% | +163.7% | -147.6% | +1.5% |
| 1Y | +0.1% | +439.2% | -439.1% | -20.4% |
| 3Y | +28.3% | +499.2% | -470.9% | -2.4% |
| 5Y | +30.5% | +621.7% | -591.3% | -7.8% |
| All | +75.0% | +644.5% | -569.5% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling