+503.0%
MA vs RRX
+228.4%
+274.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.4% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | +1.7% | -6.1% | +7.8% | +3.4% |
| 3M | +17.2% | -23.1% | +40.2% | +24.3% |
| 6M | +13.3% | -19.5% | +32.8% | +16.1% |
| YTD | +0.2% | +16.1% | -15.9% | -10.7% |
| 1Y | -2.7% | +12.9% | -15.6% | -13.3% |
| 3Y | +39.1% | +7.9% | +31.1% | +17.6% |
| 5Y | +68.8% | +19.1% | +49.7% | +31.0% |
| All | +503.0% | +228.4% | +274.6% | +181.4% |
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