+217.1%
MAS vs RRX
+213.4%
+3.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -3.9% |
| 7D | +2.4% | +7.5% | -5.2% | -1.6% |
| 30D | +19.8% | +3.0% | +16.9% | +16.7% |
| 3M | +9.8% | -5.3% | +15.2% | +10.8% |
| 6M | +15.8% | -26.6% | +42.4% | +27.8% |
| YTD | +31.8% | +21.2% | +10.6% | +13.2% |
| 1Y | +35.4% | +25.9% | +9.4% | +13.6% |
| 3Y | +59.2% | +71.7% | -12.5% | +7.9% |
| 5Y | +41.2% | +7.8% | +33.5% | +17.0% |
| All | +217.1% | +213.4% | +3.7% | +53.9% |
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