+584.1%
MA vs RSG
+452.6%
+131.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -2.2% |
| 7D | -0.5% | +1.4% | -1.9% | -1.5% |
| 30D | +7.9% | +15.0% | -7.1% | -2.0% |
| 3M | +16.8% | +18.5% | -1.7% | +4.0% |
| 6M | +31.0% | +25.8% | +5.2% | +11.3% |
| YTD | +15.0% | +20.8% | -5.8% | -0.3% |
| 1Y | +17.0% | +24.8% | -7.8% | -1.1% |
| 3Y | +68.5% | +65.9% | +2.6% | +13.2% |
| 5Y | +85.0% | +99.1% | -14.1% | +6.0% |
| All | +584.1% | +452.6% | +131.5% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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