+61.7%
MAS vs RNG
+162.2%
-100.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.7% | +1.2% | -2.8% |
| 7D | +4.6% | -11.2% | +15.7% | +6.1% |
| 30D | +19.9% | -3.8% | +23.7% | +20.2% |
| 3M | +8.9% | +21.1% | -12.3% | +5.5% |
| 6M | +20.2% | +56.2% | -36.1% | +11.4% |
| YTD | +33.9% | +158.8% | -124.9% | +11.1% |
| 1Y | +34.7% | +173.6% | -139.0% | +10.2% |
| All | +61.7% | +162.2% | -100.5% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling