+24.5%
MA vs RBRK
+130.1%
-105.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.4% |
| 7D | -3.5% | +1.9% | -5.4% | -3.6% |
| 30D | +0.8% | -9.3% | +10.1% | +1.2% |
| 3M | +14.8% | +23.8% | -9.0% | +12.5% |
| 6M | +10.0% | +55.4% | -45.4% | +5.4% |
| YTD | -0.1% | +16.1% | -16.2% | -2.3% |
| 1Y | -2.2% | -9.8% | +7.6% | -2.8% |
| All | +24.5% | +130.1% | -105.6% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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