+10.6%
ROP vs MAS
+40.8%
-30.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.6% | -1.7% | +3.2% |
| 7D | +11.7% | +14.2% | -2.5% | +9.9% |
| 30D | +35.5% | +26.8% | +8.6% | +32.2% |
| 3M | +25.6% | +13.1% | +12.5% | +23.2% |
| 6M | +39.3% | +27.9% | +11.3% | +34.9% |
| YTD | +11.6% | +38.7% | -27.0% | +6.2% |
| 1Y | +10.6% | +40.4% | -29.8% | +4.8% |
| All | +10.6% | +40.8% | -30.2% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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