+1,392.2%
MAS vs RVTY
+2,416.7%
-1,024.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.8% | +1.1% | -1.9% | -1.1% |
| 30D | -5.6% | +13.2% | -18.8% | -9.4% |
| 3M | +4.4% | +27.2% | -22.8% | -3.7% |
| 6M | +7.2% | +32.4% | -25.2% | -2.8% |
| YTD | +16.1% | +34.9% | -18.8% | +4.3% |
| 1Y | +0.1% | +52.4% | -52.3% | -13.7% |
| 3Y | +28.3% | +12.3% | +16.0% | +19.4% |
| 5Y | +30.5% | -30.8% | +61.3% | +39.3% |
| 10Y | +139.1% | +150.7% | -11.5% | +69.8% |
| All | +1,392.2% | +2,416.7% | -1,024.5% | +406.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling