+36.1%
MAS vs RVTY
+70.4%
-34.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.4% | -2.3% |
| 7D | +2.4% | -1.2% | +3.6% | +2.5% |
| 30D | +19.8% | +1.0% | +18.8% | +19.0% |
| 3M | +9.8% | +35.8% | -26.0% | -2.0% |
| 6M | +15.8% | +56.7% | -40.9% | -2.9% |
| YTD | +31.8% | +60.7% | -28.9% | +7.3% |
| All | +36.1% | +70.4% | -34.3% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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