+35.4%
MAS vs RSG
+21.3%
+14.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | +2.4% | +1.2% | +1.2% | +2.2% |
| 30D | +19.8% | +14.2% | +5.7% | +18.8% |
| 3M | +9.8% | +18.2% | -8.3% | +9.1% |
| 6M | +15.8% | +24.4% | -8.6% | +15.5% |
| YTD | +31.8% | +17.9% | +13.9% | +27.1% |
| 1Y | +35.4% | +22.3% | +13.1% | +30.4% |
| All | +35.4% | +21.3% | +14.1% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling