+140.2%
MAS vs RRX
+208.9%
-68.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -0.8% | +3.4% | -4.2% | -2.3% |
| 30D | -5.6% | -11.1% | +5.6% | -0.5% |
| 3M | +4.4% | -23.7% | +28.2% | +15.7% |
| 6M | +7.2% | -22.0% | +29.2% | +15.9% |
| YTD | +16.1% | +16.5% | -0.4% | +2.9% |
| 1Y | +0.1% | +11.5% | -11.4% | -10.4% |
| 3Y | +28.3% | +1.5% | +26.8% | +13.6% |
| 5Y | +30.5% | +18.3% | +12.2% | +3.9% |
| All | +140.2% | +208.9% | -68.7% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling