+222.1%
MAS vs RRC
+64.2%
+157.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.2% | -3.1% |
| 7D | +4.6% | -6.9% | +11.4% | +5.2% |
| 30D | +19.9% | +25.4% | -5.5% | +17.2% |
| 3M | +8.9% | +31.9% | -23.0% | +5.8% |
| 6M | +20.2% | +17.2% | +3.0% | +17.8% |
| YTD | +33.9% | +43.4% | -9.5% | +28.4% |
| 1Y | +34.7% | +36.7% | -2.1% | +29.7% |
| 3Y | +60.4% | +38.8% | +21.5% | +52.7% |
| 5Y | +43.5% | +118.3% | -74.8% | +28.5% |
| All | +222.1% | +64.2% | +157.8% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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