+35.3%
MAS vs RNG
-70.5%
+105.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +2.4% |
| 7D | -0.8% | +5.8% | -6.5% | -1.7% |
| 30D | -5.6% | +19.6% | -25.2% | -8.4% |
| 3M | +4.4% | +67.0% | -62.6% | -4.8% |
| 6M | +7.2% | +88.4% | -81.2% | -5.5% |
| YTD | +16.1% | +155.5% | -139.4% | -4.7% |
| 1Y | +0.1% | +141.7% | -141.6% | -17.3% |
| 3Y | +28.3% | +131.1% | -102.8% | +3.3% |
| All | +35.3% | -70.5% | +105.8% | +20.0% |
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 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