+468.5%
MAS vs RSG
+2,268.9%
-1,800.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.1% | -4.1% |
| 7D | +4.6% | +5.6% | -1.0% | +2.3% |
| 30D | +19.9% | +16.1% | +3.7% | +13.0% |
| 3M | +8.9% | +20.5% | -11.6% | +1.1% |
| 6M | +20.2% | +22.7% | -2.5% | +10.3% |
| YTD | +33.9% | +18.7% | +15.2% | +24.0% |
| 1Y | +34.7% | +21.9% | +12.8% | +23.4% |
| 3Y | +60.4% | +67.6% | -7.2% | +27.7% |
| 5Y | +43.5% | +99.3% | -55.9% | +6.0% |
| 10Y | +226.7% | +468.7% | -242.0% | +61.6% |
| All | +468.5% | +2,268.9% | -1,800.4% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling