+554.8%
MA vs RRC
+63.1%
+491.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.3% | -10.3% | +10.0% | +0.7% |
| 30D | +11.3% | +19.5% | -8.2% | +9.1% |
| 3M | +16.7% | +27.9% | -11.2% | +13.5% |
| 6M | +32.8% | +21.2% | +11.6% | +29.7% |
| YTD | +15.6% | +39.6% | -24.0% | +11.1% |
| 1Y | +19.6% | +31.3% | -11.7% | +15.5% |
| 3Y | +72.1% | +51.9% | +20.2% | +62.2% |
| 5Y | +96.0% | +110.2% | -14.1% | +75.1% |
| 10Y | +554.8% | +56.7% | +498.1% | +398.9% |
| All | +554.8% | +63.1% | +491.7% | +398.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling