+13,824.1%
MA vs RSG
+1,181.7%
+12,642.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | -2.7% | +0.3% | -3.0% | -2.9% |
| 30D | +1.5% | +7.6% | -6.0% | -2.8% |
| 3M | +20.4% | +7.4% | +13.0% | +15.1% |
| 6M | +11.1% | -3.3% | +14.4% | +12.5% |
| YTD | +2.0% | +6.0% | -4.0% | -2.6% |
| 1Y | -2.2% | -3.7% | +1.5% | -1.2% |
| 3Y | +41.9% | +59.1% | -17.2% | +5.1% |
| 5Y | +75.4% | +89.0% | -13.7% | +15.7% |
| 10Y | +527.5% | +412.5% | +115.0% | +136.5% |
| All | +13,824.1% | +1,181.7% | +12,642.4% | +2,979.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling