+41.0%
MAS vs RSG
+96.6%
-55.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +2.0% | +1.2% | +0.8% | +1.6% |
| 30D | +19.4% | +14.2% | +5.2% | +14.1% |
| 3M | +9.4% | +17.8% | -8.4% | +3.5% |
| 6M | +15.3% | +24.0% | -8.7% | +6.6% |
| YTD | +31.3% | +17.5% | +13.8% | +23.0% |
| 1Y | +34.9% | +21.9% | +12.9% | +24.3% |
| 3Y | +58.6% | +64.6% | -6.0% | +21.6% |
| All | +41.0% | +96.6% | -55.6% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling