+89.7%
MAS vs RPRX
+75.3%
+14.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +2.0% | +0.2% | +1.8% | +1.9% |
| 30D | +19.4% | +18.6% | +0.8% | +14.5% |
| 3M | +9.4% | +18.0% | -8.6% | +5.0% |
| 6M | +15.3% | +33.8% | -18.5% | +7.1% |
| YTD | +31.3% | +76.6% | -45.3% | +14.0% |
| 1Y | +34.9% | +68.2% | -33.4% | +18.4% |
| 3Y | +58.6% | +161.5% | -102.9% | +24.0% |
| 5Y | +40.7% | +91.4% | -50.7% | +18.8% |
| All | +89.7% | +75.3% | +14.4% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling