+35.3%
MAS vs RPRX
+83.4%
-48.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -0.8% | +5.1% | -5.9% | -2.3% |
| 30D | -5.6% | +11.2% | -16.8% | -8.8% |
| 3M | +4.4% | +16.7% | -12.3% | -0.9% |
| 6M | +7.2% | +36.0% | -28.8% | -3.4% |
| YTD | +16.1% | +67.8% | -51.7% | -2.4% |
| 1Y | +0.1% | +76.7% | -76.6% | -17.6% |
| 3Y | +28.3% | +128.1% | -99.8% | -4.3% |
| All | +35.3% | +83.4% | -48.1% | +11.9% |
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