+41.0%
MAS vs RPRX
+91.5%
-50.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.7% |
| 3M | +9.4% | +18.0% | -8.6% | +3.3% |
| 6M | +15.3% | +33.8% | -18.5% | +3.9% |
| YTD | +31.3% | +76.6% | -45.3% | +7.3% |
| 1Y | +34.9% | +68.2% | -33.4% | +12.0% |
| 3Y | +58.6% | +161.5% | -102.9% | +9.6% |
| All | +41.0% | +91.5% | -50.5% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling