+67.5%
MAS vs RPRX
+160.9%
-93.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +5.2% |
| 7D | +14.2% | +4.2% | +9.9% | +13.0% |
| 30D | +26.8% | +19.2% | +7.6% | +21.3% |
| 3M | +13.1% | +18.0% | -4.9% | +8.5% |
| 6M | +27.9% | +35.7% | -7.8% | +17.9% |
| YTD | +38.7% | +77.2% | -38.6% | +19.5% |
| 1Y | +40.4% | +82.0% | -41.6% | +20.0% |
| All | +67.5% | +160.9% | -93.4% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling