+37.5%
MAS vs RNG
+177.2%
-139.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +1.2% | +2.3% | -1.1% | +1.1% |
| 30D | +21.6% | -3.4% | +25.0% | +21.6% |
| 3M | +14.1% | +20.9% | -6.8% | +12.8% |
| 6M | +22.6% | +82.2% | -59.6% | +18.6% |
| YTD | +35.4% | +164.6% | -129.2% | +24.0% |
| 1Y | +37.5% | +177.0% | -139.5% | +21.8% |
| All | +37.5% | +177.2% | -139.7% | +21.8% |
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