+37.9%
MAS vs RNG
-69.0%
+106.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.3% | -1.1% |
| 7D | +2.4% | -11.3% | +13.7% | +4.3% |
| 30D | +19.8% | -5.7% | +25.5% | +20.6% |
| 3M | +9.8% | +16.8% | -6.9% | +6.4% |
| 6M | +15.8% | +58.5% | -42.7% | +5.4% |
| YTD | +31.8% | +151.3% | -119.5% | +7.8% |
| 1Y | +35.4% | +169.0% | -133.6% | +9.1% |
| 3Y | +59.2% | +156.9% | -97.7% | +25.0% |
| All | +37.9% | -69.0% | +106.9% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling