+214.8%
MAS vs RNG
+247.5%
-32.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | +3.6% | -6.0% | +9.6% | +4.5% |
| 30D | +23.8% | -7.4% | +31.2% | +24.9% |
| 3M | +14.4% | +14.6% | -0.2% | +11.5% |
| 6M | +19.7% | +61.5% | -41.8% | +9.6% |
| YTD | +36.0% | +155.7% | -119.7% | +13.2% |
| 1Y | +40.4% | +172.5% | -132.1% | +15.6% |
| 3Y | +58.9% | +168.0% | -109.1% | +27.7% |
| 5Y | +44.5% | -73.8% | +118.3% | +46.3% |
| 10Y | +214.8% | +240.3% | -25.5% | +96.0% |
| All | +214.8% | +247.5% | -32.7% | +96.0% |
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