+215.9%
MAS vs RNG
+256.7%
-40.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.5% |
| 7D | +2.0% | -11.3% | +13.3% | +3.7% |
| 30D | +19.4% | -5.7% | +25.1% | +20.1% |
| 3M | +9.4% | +16.8% | -7.4% | +6.3% |
| 6M | +15.3% | +58.5% | -43.1% | +5.8% |
| YTD | +31.3% | +151.3% | -120.0% | +9.6% |
| 1Y | +34.9% | +169.0% | -134.1% | +11.2% |
| 3Y | +58.6% | +156.9% | -98.3% | +28.2% |
| 5Y | +40.7% | -69.0% | +109.7% | +39.3% |
| All | +215.9% | +256.7% | -40.8% | +94.3% |
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