+140.4%
MAS vs RSG
+413.0%
-272.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.4% |
| 7D | -0.8% | +0.3% | -1.0% | -0.9% |
| 30D | -5.6% | +7.6% | -13.1% | -9.3% |
| 3M | +4.4% | +7.4% | -3.0% | -0.1% |
| 6M | +7.2% | -3.3% | +10.5% | +8.3% |
| YTD | +16.1% | +6.0% | +10.1% | +10.8% |
| 1Y | +0.1% | -3.7% | +3.8% | +0.9% |
| 3Y | +28.3% | +59.1% | -30.8% | -9.1% |
| 5Y | +30.5% | +89.0% | -58.6% | -19.4% |
| All | +140.4% | +413.0% | -272.7% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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