+44.1%
MAS vs RRX
+15.1%
+29.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.9% | -2.4% | +1.7% |
| 7D | +3.3% | +12.3% | -9.1% | -2.2% |
| 30D | +25.5% | +9.5% | +15.9% | +19.6% |
| 3M | +11.8% | +1.8% | +10.0% | +9.6% |
| 6M | +21.3% | -15.3% | +36.7% | +26.1% |
| YTD | +37.7% | +29.6% | +8.2% | +15.7% |
| 1Y | +41.0% | +34.1% | +6.9% | +16.1% |
| 3Y | +63.0% | +74.0% | -11.0% | +9.7% |
| 5Y | +44.1% | +14.7% | +29.4% | +17.2% |
| All | +44.1% | +15.1% | +29.0% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling