+40.4%
MAS vs RNG
+179.4%
-139.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.9% | +5.7% |
| 7D | +14.2% | -9.6% | +23.7% | +14.6% |
| 30D | +26.8% | -1.4% | +28.2% | +26.7% |
| 3M | +13.1% | +28.8% | -15.6% | +11.4% |
| 6M | +27.9% | +65.6% | -37.7% | +24.2% |
| YTD | +38.7% | +171.4% | -132.7% | +26.7% |
| 1Y | +40.4% | +185.3% | -145.0% | +23.1% |
| All | +40.4% | +179.4% | -139.1% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling