-0.6%
ROP vs MAS
+61.2%
-61.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.2% | +0.4% |
| 7D | +9.2% | +4.6% | +4.6% | +8.2% |
| 30D | +35.5% | +19.9% | +15.6% | +31.0% |
| 3M | +24.4% | +8.9% | +15.5% | +22.2% |
| 6M | +38.0% | +20.2% | +17.9% | +32.3% |
| YTD | +11.1% | +33.9% | -22.8% | +3.1% |
| 1Y | +10.9% | +34.7% | -23.8% | +2.8% |
| All | -0.6% | +61.2% | -61.8% | -11.3% |
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