+33.8%
MAS vs RSG
+59.3%
-25.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | -0.8% | +0.3% | -1.0% | -0.8% |
| 30D | -5.6% | +7.6% | -13.1% | -6.4% |
| 3M | +4.4% | +7.4% | -3.0% | +3.4% |
| 6M | +7.2% | -3.3% | +10.5% | +7.8% |
| YTD | +16.1% | +6.0% | +10.1% | +14.5% |
| 1Y | +0.1% | -3.7% | +3.8% | +0.5% |
| All | +33.8% | +59.3% | -25.5% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling