+584.1%
MA vs RRX
+207.5%
+376.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -0.5% | +12.6% | -13.1% | -3.9% |
| 30D | +7.9% | +10.6% | -2.7% | +4.1% |
| 3M | +16.8% | +4.6% | +12.1% | +14.2% |
| 6M | +31.0% | -13.6% | +44.6% | +32.5% |
| YTD | +15.0% | +29.4% | -14.4% | -1.5% |
| 1Y | +17.0% | +31.9% | -14.9% | -0.8% |
| 3Y | +68.5% | +68.3% | +0.2% | +19.2% |
| 5Y | +85.0% | +13.2% | +71.7% | +49.5% |
| All | +584.1% | +207.5% | +376.6% | +222.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling