+1,392.2%
MAS vs RRC
+1,202.2%
+190.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | -0.8% | +1.3% | -2.1% | -0.9% |
| 30D | -5.6% | +10.1% | -15.7% | -6.5% |
| 3M | +4.4% | +4.0% | +0.4% | +3.8% |
| 6M | +7.2% | +1.6% | +5.6% | +6.6% |
| YTD | +16.1% | +19.7% | -3.6% | +13.5% |
| 1Y | +0.1% | +21.4% | -21.3% | -2.5% |
| 3Y | +28.3% | +29.7% | -1.4% | +23.1% |
| 5Y | +30.5% | +153.9% | -123.4% | +14.5% |
| 10Y | +139.1% | +10.8% | +128.3% | +106.1% |
| All | +1,392.2% | +1,202.2% | +190.0% | +1,022.2% |
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