+1,620.6%
MAS vs RRX
+3,850.4%
-2,229.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.5% | +4.1% | -0.5% |
| 7D | +4.6% | -2.0% | +6.6% | +4.7% |
| 30D | +19.9% | -3.6% | +23.5% | +20.3% |
| 3M | +8.9% | -12.3% | +21.2% | +13.2% |
| 6M | +20.2% | -27.5% | +47.7% | +32.0% |
| YTD | +33.9% | +14.9% | +19.0% | +20.8% |
| 1Y | +34.7% | +17.4% | +17.2% | +20.0% |
| 3Y | +60.4% | +55.5% | +4.8% | +22.6% |
| 5Y | +43.5% | +2.2% | +41.3% | +27.1% |
| 10Y | +226.7% | +225.1% | +1.6% | +76.8% |
| All | +1,620.6% | +3,850.4% | -2,229.8% | +570.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling