+215.9%
MAS vs RMD
+350.6%
-134.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.4% |
| 7D | +2.0% | +2.3% | -0.4% | +1.2% |
| 30D | +19.4% | +4.1% | +15.3% | +17.7% |
| 3M | +9.4% | +5.7% | +3.7% | +7.0% |
| 6M | +15.3% | +12.9% | +2.4% | +9.9% |
| YTD | +31.3% | -1.5% | +32.8% | +30.5% |
| 1Y | +34.9% | -4.8% | +39.6% | +35.4% |
| 3Y | +58.6% | +57.5% | +1.1% | +30.6% |
| 5Y | +40.7% | -5.5% | +46.2% | +35.3% |
| All | +215.9% | +350.6% | -134.8% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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