+47.4%
MAS vs RL
+266.2%
-218.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.5% | +1.2% | +3.7% |
| 7D | +14.2% | +5.8% | +8.4% | +11.6% |
| 30D | +26.8% | +12.7% | +14.1% | +20.6% |
| 3M | +13.1% | +9.3% | +3.8% | +8.6% |
| 6M | +27.9% | +16.9% | +11.0% | +18.7% |
| YTD | +38.7% | +17.5% | +21.2% | +27.8% |
| 1Y | +40.4% | +34.6% | +5.7% | +21.8% |
| 3Y | +66.1% | +273.2% | -207.1% | -12.9% |
| 5Y | +47.4% | +265.2% | -217.8% | -25.6% |
| All | +47.4% | +266.2% | -218.8% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling