+105.9%
MA vs RKT
+0.4%
+105.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -0.3% | +10.3% | -10.7% | -1.2% |
| 30D | +11.3% | +32.3% | -21.0% | +8.6% |
| 3M | +16.7% | +10.7% | +6.0% | +15.4% |
| 6M | +32.8% | -3.2% | +36.0% | +32.3% |
| YTD | +15.6% | -21.5% | +37.2% | +16.6% |
| 1Y | +19.6% | -6.0% | +25.6% | +18.6% |
| 3Y | +72.1% | +104.2% | -32.1% | +52.7% |
| 5Y | +96.0% | +2.5% | +93.6% | +78.3% |
| All | +105.9% | +0.4% | +105.5% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 10y: compounded portfolio wealth divided by compounded RKT 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…
10y analysis · Full analysis span regression · 6 months rolling