+217.0%
MAS vs RSG
+452.5%
-235.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | -1.8% | +1.6% | -3.4% | -2.7% |
| 30D | +23.6% | +13.5% | +10.1% | +15.3% |
| 3M | +12.4% | +16.3% | -3.9% | +3.5% |
| 6M | +21.9% | +26.9% | -5.0% | +6.2% |
| YTD | +36.1% | +19.1% | +17.1% | +21.9% |
| 1Y | +39.5% | +21.8% | +17.7% | +23.1% |
| 3Y | +59.1% | +63.5% | -4.4% | +12.7% |
| 5Y | +44.4% | +98.6% | -54.2% | -11.7% |
| 10Y | +217.0% | +444.4% | -227.4% | +0.6% |
| All | +217.0% | +452.5% | -235.6% | +0.6% |
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