+41.0%
MAS vs RVTY
-7.4%
+48.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.8% | -3.0% |
| 7D | +2.0% | -1.2% | +3.2% | +2.0% |
| 30D | +19.4% | +1.0% | +18.4% | +18.2% |
| 3M | +9.4% | +35.8% | -26.4% | -5.1% |
| 6M | +15.3% | +56.7% | -41.4% | -6.6% |
| YTD | +31.3% | +60.7% | -29.4% | +4.0% |
| 1Y | +34.9% | +73.7% | -38.8% | +3.1% |
| 3Y | +58.6% | +82.8% | -24.2% | +15.0% |
| All | +41.0% | -7.4% | +48.4% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling