+224.3%
MAS vs RSG
+458.9%
-234.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +3.3% | +0.3% | +3.0% | +3.1% |
| 30D | +25.5% | +13.8% | +11.7% | +16.9% |
| 3M | +11.8% | +15.4% | -3.6% | +3.3% |
| 6M | +21.3% | +24.1% | -2.8% | +7.0% |
| YTD | +37.7% | +17.8% | +19.9% | +24.1% |
| 1Y | +41.0% | +21.5% | +19.5% | +24.6% |
| 3Y | +63.0% | +63.3% | -0.3% | +15.5% |
| 5Y | +44.1% | +97.3% | -53.2% | -11.6% |
| 10Y | +224.3% | +448.1% | -223.8% | +4.7% |
| All | +224.3% | +458.9% | -234.6% | +4.7% |
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