+222.1%
MAS vs RL
+362.4%
-140.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.3% | +3.9% | -0.9% |
| 7D | +4.6% | -4.7% | +9.2% | +6.3% |
| 30D | +19.9% | +3.6% | +16.3% | +18.5% |
| 3M | +8.9% | +0.5% | +8.3% | +8.5% |
| 6M | +20.2% | +6.6% | +13.5% | +16.7% |
| YTD | +33.9% | +8.8% | +25.0% | +28.8% |
| 1Y | +34.7% | +21.8% | +12.9% | +24.5% |
| 3Y | +60.4% | +245.8% | -185.4% | +1.5% |
| 5Y | +43.5% | +230.0% | -186.5% | -10.0% |
| All | +222.1% | +362.4% | -140.4% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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