+1,682.0%
MAS vs RRC
+1,519.2%
+162.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.5% | +9.2% | +6.0% |
| 7D | +14.2% | -6.8% | +20.9% | +14.9% |
| 30D | +26.8% | +34.7% | -7.9% | +22.9% |
| 3M | +13.1% | +31.5% | -18.4% | +9.8% |
| 6M | +27.9% | +21.8% | +6.2% | +24.8% |
| YTD | +38.7% | +48.9% | -10.2% | +32.3% |
| 1Y | +40.4% | +42.1% | -1.7% | +34.5% |
| 3Y | +66.1% | +44.1% | +22.0% | +57.4% |
| 5Y | +47.4% | +137.8% | -90.3% | +30.2% |
| 10Y | +238.3% | +74.1% | +164.3% | +178.7% |
| All | +1,682.0% | +1,519.2% | +162.8% | +1,208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling