+22.5%
MA vs RRX
+30.0%
-7.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.6% | +7.6% | +3.8% |
| 7D | +10.2% | +7.6% | +2.6% | +10.5% |
| 30D | +19.3% | +7.5% | +11.8% | +19.7% |
| 3M | +18.0% | -21.0% | +39.0% | +17.3% |
| 6M | +33.7% | -18.1% | +51.8% | +32.8% |
| YTD | +18.6% | +24.3% | -5.7% | +11.7% |
| 1Y | +22.5% | +29.3% | -6.8% | +14.1% |
| All | +22.5% | +30.0% | -7.5% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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