+40.4%
MAS vs RRX
+30.0%
+10.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.6% | +9.3% | +6.6% |
| 7D | +14.2% | +7.6% | +6.5% | +11.6% |
| 30D | +26.8% | +7.5% | +19.3% | +23.7% |
| 3M | +13.1% | -21.0% | +34.2% | +20.3% |
| 6M | +27.9% | -18.1% | +46.0% | +32.4% |
| YTD | +38.7% | +24.3% | +14.4% | +25.0% |
| 1Y | +40.4% | +29.3% | +11.1% | +24.7% |
| All | +40.4% | +30.0% | +10.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling