+211.6%
MAS vs RRX
+207.5%
+4.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +1.2% | +12.6% | -11.5% | -4.0% |
| 30D | +21.6% | +10.6% | +11.0% | +14.9% |
| 3M | +14.1% | +4.6% | +9.5% | +10.2% |
| 6M | +22.6% | -13.6% | +36.2% | +26.4% |
| YTD | +35.4% | +29.4% | +6.0% | +13.0% |
| 1Y | +37.5% | +31.9% | +5.6% | +13.2% |
| 3Y | +58.3% | +68.3% | -9.9% | +8.9% |
| 5Y | +39.1% | +13.2% | +25.9% | +12.8% |
| All | +211.6% | +207.5% | +4.1% | +45.2% |
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