+214.8%
MAS vs RRX
+224.4%
-9.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +3.6% | 0.0% | +3.6% | +3.2% |
| 30D | +23.8% | +9.0% | +14.8% | +17.8% |
| 3M | +14.4% | +4.0% | +10.4% | +10.8% |
| 6M | +19.7% | -15.7% | +35.5% | +24.8% |
| YTD | +36.0% | +29.0% | +7.0% | +13.7% |
| 1Y | +40.4% | +35.2% | +5.1% | +14.2% |
| 3Y | +58.9% | +67.7% | -8.8% | +9.5% |
| 5Y | +44.5% | +14.9% | +29.6% | +16.4% |
| 10Y | +214.8% | +216.8% | -2.1% | +52.3% |
| All | +214.8% | +224.4% | -9.6% | +52.3% |
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