+43.5%
MAS vs RNG
-69.0%
+112.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.7% | +1.2% | -2.7% |
| 7D | +4.6% | -11.2% | +15.7% | +6.5% |
| 30D | +19.9% | -3.8% | +23.7% | +20.3% |
| 3M | +8.9% | +21.1% | -12.3% | +4.9% |
| 6M | +20.2% | +56.2% | -36.1% | +9.7% |
| YTD | +33.9% | +158.8% | -124.9% | +8.9% |
| 1Y | +34.7% | +173.6% | -139.0% | +8.2% |
| 3Y | +60.4% | +163.9% | -103.5% | +25.4% |
| 5Y | +43.5% | -68.1% | +111.5% | +26.7% |
| All | +43.5% | -69.0% | +112.5% | +26.7% |
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