+40.1%
MA vs RRX
+4.1%
+36.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.5% |
| 7D | -1.8% | +4.3% | -6.0% | -2.1% |
| 30D | +1.4% | -8.0% | +9.4% | +2.1% |
| 3M | +17.7% | -22.0% | +39.8% | +19.5% |
| 6M | +9.7% | -11.9% | +21.6% | +8.8% |
| YTD | +0.5% | +17.1% | -16.6% | -4.8% |
| 1Y | -2.1% | +14.9% | -17.0% | -7.3% |
| 3Y | +40.1% | +6.9% | +33.2% | +35.9% |
| All | +40.1% | +4.1% | +36.0% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling