+376.8%
MAS vs RNG
+327.7%
+49.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.3% |
| 3M | +4.4% | +67.0% | -62.6% | -4.4% |
| 6M | +7.2% | +88.4% | -81.2% | -4.8% |
| YTD | +16.1% | +155.5% | -139.4% | -3.2% |
| 1Y | +0.1% | +141.7% | -141.6% | -16.0% |
| 3Y | +28.3% | +131.1% | -102.8% | +5.3% |
| 5Y | +30.5% | -70.6% | +101.0% | +33.2% |
| 10Y | +139.1% | +228.2% | -89.1% | +49.3% |
| All | +376.8% | +327.7% | +49.1% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling