+1,682.0%
MAS vs RVTY
+2,982.6%
-1,300.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +6.4% |
| 7D | +14.2% | -3.6% | +17.7% | +15.1% |
| 30D | +26.8% | +1.4% | +25.5% | +25.8% |
| 3M | +13.1% | +43.2% | -30.1% | -0.1% |
| 6M | +27.9% | +84.5% | -56.6% | +3.8% |
| YTD | +38.7% | +65.2% | -26.5% | +15.9% |
| 1Y | +40.4% | +74.3% | -33.9% | +15.2% |
| 3Y | +66.1% | +82.3% | -16.2% | +32.6% |
| 5Y | +47.4% | -6.2% | +53.6% | +42.1% |
| 10Y | +238.3% | +221.0% | +17.3% | +120.3% |
| All | +1,682.0% | +2,982.6% | -1,300.6% | +462.5% |
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 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