+15,808.0%
MA vs RSG
+1,339.6%
+14,468.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.1% |
| 7D | -1.8% | +1.6% | -3.4% | -2.7% |
| 30D | +11.0% | +13.5% | -2.4% | +3.0% |
| 3M | +17.9% | +16.3% | +1.6% | +7.7% |
| 6M | +33.2% | +26.9% | +6.3% | +15.1% |
| YTD | +16.5% | +19.1% | -2.6% | +3.8% |
| 1Y | +19.1% | +21.8% | -2.7% | +4.6% |
| 3Y | +70.6% | +63.5% | +7.1% | +24.4% |
| 5Y | +92.1% | +98.6% | -6.5% | +23.3% |
| 10Y | +569.6% | +444.4% | +125.2% | +142.5% |
| All | +15,808.0% | +1,339.6% | +14,468.3% | +3,181.7% |
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