+100.3%
MAS vs RPRX
+76.0%
+24.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.5% |
| 3M | +13.1% | +18.0% | -4.9% | +8.6% |
| 6M | +27.9% | +35.7% | -7.8% | +18.4% |
| YTD | +38.7% | +77.2% | -38.6% | +20.3% |
| 1Y | +40.4% | +82.0% | -41.6% | +20.8% |
| 3Y | +66.1% | +161.0% | -94.9% | +29.9% |
| 5Y | +47.4% | +91.9% | -44.5% | +24.4% |
| All | +100.3% | +76.0% | +24.3% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling