+222.1%
MAS vs RNG
+267.2%
-45.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.7% | +1.2% | -2.8% |
| 7D | +4.6% | -11.2% | +15.7% | +6.3% |
| 30D | +19.9% | -3.8% | +23.7% | +20.3% |
| 3M | +8.9% | +21.1% | -12.3% | +5.2% |
| 6M | +20.2% | +56.2% | -36.1% | +10.5% |
| YTD | +33.9% | +158.8% | -124.9% | +11.3% |
| 1Y | +34.7% | +173.6% | -139.0% | +10.8% |
| 3Y | +60.4% | +163.9% | -103.5% | +29.1% |
| 5Y | +43.5% | -68.1% | +111.5% | +41.4% |
| All | +222.1% | +267.2% | -45.2% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling