+140.2%
MAS vs RNG
+226.2%
-86.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +2.4% |
| 7D | -0.8% | +5.8% | -6.5% | -1.6% |
| 30D | -5.6% | +19.6% | -25.2% | -8.2% |
| 3M | +4.4% | +67.0% | -62.6% | -4.2% |
| 6M | +7.2% | +88.4% | -81.2% | -4.6% |
| YTD | +16.1% | +155.5% | -139.4% | -3.0% |
| 1Y | +0.1% | +141.7% | -141.6% | -15.9% |
| 3Y | +28.3% | +131.1% | -102.8% | +5.5% |
| 5Y | +30.5% | -70.6% | +101.0% | +30.5% |
| All | +140.2% | +226.2% | -86.0% | +38.0% |
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