-15.8%
ROP vs MAS
+29.0%
-44.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -3.9% |
| 7D | -4.4% | -0.8% | -3.7% | -4.3% |
| 30D | +3.2% | -5.6% | +8.8% | +4.2% |
| 3M | +23.1% | +4.4% | +18.6% | +21.2% |
| 6M | +13.3% | +7.2% | +6.1% | +10.6% |
| YTD | -7.9% | +16.1% | -24.0% | -12.1% |
| 1Y | -22.1% | +0.1% | -22.2% | -23.0% |
| All | -15.8% | +29.0% | -44.8% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling