+216.6%
MAS vs RSG
+448.7%
-232.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | +3.6% | +2.0% | +1.6% | +2.5% |
| 30D | +23.8% | +14.2% | +9.6% | +15.2% |
| 3M | +14.4% | +15.8% | -1.3% | +5.6% |
| 6M | +19.7% | +24.6% | -4.8% | +5.4% |
| YTD | +36.0% | +18.2% | +17.7% | +22.2% |
| 1Y | +40.4% | +22.8% | +17.6% | +23.2% |
| 3Y | +58.9% | +62.4% | -3.4% | +13.0% |
| 5Y | +44.5% | +96.0% | -51.5% | -10.9% |
| All | +216.6% | +448.7% | -232.2% | +0.8% |
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